Adobe Illustrator CS4 isn't able to do anything with the .DXF (AutoCAD) export without a (costly) plugin. The old
Cave Illustrator plugin doesn't work with modern versions of AI. In fact, I couldn't get CS4 to use any of the regular formats that Compass can export, until...
Larry Fish recently produced the
Compass SVG Exporter, which is currently in beta-testing, but I have found to work quite well. I have not attempted to round-trip a map with it, but its export functionality is a lifesaver. If you choose to beta-test it, please be a good citizen and report issues to the
Compass Users mailing list.