Help with a problem?

Is there any way to join the sometimes thousands of little line
segments that come across in a DXF translation of an object from
another CAD package? (Unigraphics)
It would be better if I didn't have to first translate the U.G. file
into CGM format, open a new drawing in U.G. and import the CGM file,
then translate that into DXF for R14, but that is how I have to do it.
The CGM format is what really breaks things up. Even simple line
segments can be arbitrarily broken into sometimes dozens of little
pieces, but the CGM procedure is unavoidable.
Are there any tools available for making contiguous lines from these
line segments ?
Thanks,
Hammy