importing an AutoCAD .dxf or .dwg as a sketch

Is there a way to use an AutoCAD .dxf or .dwg as a sketch in a part?  I would then like that sketch to become a feature, such as a boss-extrude or a cut-extrude. Not always necessarily the "base" feature (the first feature in the tree).

Thanks for any help, as always.

SolidworksParts And Features