You might try opening the original .dwg file in 3D Exploration and saving it as a .dxf (or whatever other format that might work for you, such as .3ds or .obj). I just tried this with a 3D AutoCAD file (.dwg) and I was able to save it as a 3D dxf. When I opened the new file in 3D Exploration it was still 3D rather than a flat image like you had. I personally have had better luck converting CAD files to .3ds and .obj. Most 3D programs seem to deal with these formats better than with .dxf.

One other thing to check is if the original CAD file was done in 3D or not. Dwg files can be created either way. If it was created in 2D, then obviously you can't do anything with it.

Good luck.