Pro/Desktop Express 2001 - how to export a 2d file into something like Dolphin CAD/CAM

A few weeks ago, I downloaded ProDesktop/Express 2001 to explore solid
modelling. I am impressed but what I see so far (however I am easily
impressed) and I am now working on some of the tutorials.

My question is this:

Suppose I create a really neat part in ProDesktop/Express 2001 and I want
to bring in into Dolphin which is my CAD/CAM Product so that I can machine
it, which format do I use?

If I look under FILE EXPORT in ProDesktop/Express 2001, I have the
following options:

Pro/Desktop ATB File
Greyed out -> Parasolid Transmit File
Medusa Model File
IDES File
STEP File
VDA File
ProductView File
Stereo Lithography File
VRML
JPEG
Bitmap

If I go into Dolphin CAD/CAM and do a file Import, I have the following
options:

Import DXF
Import Dolphin CAD/CAM

Obviously, I do not have a file format in common between the two. Since
there are no additional greyed out options in the Pro/Desktop I assume that
there are no formats that I am missing due to this being a free download?
Correct?

Is there a step that I am missing here? Perhaps a piece of software needed
to go from one system to the other?

I shoudl mention that for now, my test part is simply a 2" circle, 1/2"
high with a hole in it. Nothing fancy.

Thanks for your feedback

-Eric