When exporting to DXF, go to the option: Entity Output and select "MERGE (Outlines Only)". This will clean and merge your entire design before exporting to DXF.
However if you only want to Merge specified layers, then I would recommend using the ACE Viewer command: Convert to Polygons in menu (Tools | Convert | To Polygon). Please perform the following:
Here's a tutorial movie demonstrating those steps (no sound),