Hi David,
Importing .dxf files into LC can be a sometimes lengthy process as they are of a lower quality than the native files that are used in LC. The reason the LDI2007 demo show works perfect on your computer is because the objects used are .3dl files which are proprietary to our software. MS DirectX type files (.x) can also be used in LC with much the same good results as .3dl, which is why k.suzuki above suggested converting your .dxf to .x before importing into LC. As your large show is happening within the next few days, I think there is not enough time (as you are a new user also) to go trough the step-by-step process that Dmitriy mentioned, in addition to acquiring the correct hardware. We can help you with any future projects with no problem and look forward to this.
For your current show, you might want to contact Michael Creason about possibly using his version of the show (which took him some time to convert) and his LC pre-viz studio for a reasonable fee.