While I am an avid user of Microstation, and exporting to DWG or DXF for AutoCAD doesn't work for crap, using AutoCAD to build a 3D model from 2D is rather easy. Since you are already in a 3D environment on AutoCAD, it is as simple as extruding the walls to a desired elevation, but you must have the 2D walls as closed shapes for it to work. Once your transformation is complete in AutoCAD, and depending on version, you should be able to export to a Wavefront OBJ.