Well, this probably should be in the Q&A forum, but hey, we have all posted stuff in the wrong place before. So don’t worry about it.
First off, Blender does not support direct opening of obj format. You need to use the Python import/export script to convert it. You should be able to open dxf files with no problem at all. Just open the file as you normally would. Just note that Blender does not like dxf files very much. It opens them, but they are a damned mess.
For your second problem, the Python error, do you have Python installed and set up correctly? That would be the first thing. Next, don’t try and use any scripts in anything above 2.25. They are buggy, even if they work.
In fact the IO suite have a number of functions that are no longer supported, so, unless you fancy a bit of a challenge, it’s not really on to hack the scripts.