Most likely your DXF boundaries contain lines, arcs, and open 0-width polylines. To fill an area requires a continuous closed boundary.
For ACE Translator 2008: In the layers table, check the option "Join" for each layer that contains open boundaries.
For ACE Translator 2007: During DXF import, click on the Options tab, and check "Link Lines/Arcs". ACE will then join, close, and fill any open boundaries.
If for any reason ACE cannot join the boundaries consisting of lines/arcs (due to endpoints not touching, etc.), ACE will warn you and show the open locations.
Numerical Support Team