DXF import splits up paths into segments..

Hi everyone, I am trying to take a dxf file, created from solidworks, and edit it in illustrator (I'm running CS3). I can open the file without trouble, but it's tricky to edit, because it splits every line segment up into a separate path and groups each one individually. For instance, a rectangle with rounded corners will be 4 separate straight line segments and 4 semicircles. They look okay if all I was doing was resizing or changing stroke color, but I can't add a fill. I have found that I can select everything and ungroup it all, but then I have to go around and select each touching endpoint and join them one at a time. There has to be a better way to do this.. right?
I have tried several different export options for the dxf and a dwg and a pdf all with the same results..

Have a look at Concatenate.
http://rj-graffix.com/software/plugins.html#concatenate
I've never used it, but it seems to do the trick. For $20, it could save you a lot of time.

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