Thank you for sending a sample DXF file. STL is simply a format consisting of 3D triangles. ACE 3000 can convert 2D formats (like Gerber, GDSII, ODB++, DXF, PDF, and more) into 3D STL, however here's the following requirements for ACE to successfully convert to STL:
1. Your design must have objects with an associated width or form closed boundaries. In your sample DXF it consists of only 6 lines forming a rectangle with a crossed line in between. There must be some width associated with those likes (like a Polyline with width), so ACE can calculate where to place the triangles during tessellation.
Note: Your sample DXF actually contained 20 overlapping splines with 4 qty 0-length line entities -- one each each rectangle corner.
2. SPLINES MISSING (4th CONTROL POINT). Some of the Splines in the DXF only contained 3 control points which is considered invalid by ACE. ACE 3000 requires a minimum of 4 control points to approximate the points on a spline, however we have quickly built an update of ACE 3000 which will accept Splines with 3 control points.
Note: I'm not exactly sure what result you wanted from your sample STL, but I have constructed a tutorial showing me converting your DXF to STL, and assigned a default line width of 0.254mm (since all objects in the DXF have no width). Please see tutorial below: http://screencast.com/t/P7pWANSo
Note: Here's a sample DXF of a completed circuit (width clean geometries) along with my tutorial showing how to convert DXF to STL (I have also attached the DXF for your reference should you wish to duplicate the same steps I took):