Import DXF to Part for Extrusion

Can anyone please help me with importing a simple DXF to a PART so I can then extrude it?  None of the examples actually work. I have been trying, unsuccessfully, with "ImportDXFDwgData" method.  I got it all to work with VB.NET outside of SolidWorks but i need it to run inside SolidWorks from a Macro.  Any help or thoughts are greatly appreciated.