Go to your Map workspace. Under the insert or tools menu (I think) you should be able to find the import shapefile command. It's been a while since I was on 2010 so I don't remember exactly where it's located. A dialogue box should appear asking you to select the shapefile from a list. Match your existing shapefile & say ok. Another dialogue box appears with various options. Check the coordinate system to see if it matches your drawing. The"insert closed polygons as polylines" buttons should be checked. Go to the second tab (Data) and select the data that you want to attach with the shapefile, such as layer, size, x,y coordinates, elevations, etc. return to the first tab and import. You may have to play around a little to get it right.
Once the shapefiles are in a s Autocad objects, you can set the color, linetype and other parameters as you like.
Then, if everything matches your FDO, you can unclick the box next to the shapefile so it won't show up.
In a nutshell...