I use quite a bit of autocad line drawings in ps/psp and I've had the same problem as well. First, make sure the display resolution is adequate. To export, you can use the saveimg or export commands. For simple drawings I'll export in a raster format, but for more intricate drawings I'll use a vector format like wmf. Either way, I zoom on what I want to export so that it uses as much of the workarea as possible.