AutoCAD Map 3D

[#1]

I am trying to import DWG files over to ArcMap, but none of the data show up on display.  To preface this, I did not create these DWG, and these files were not given a projection and coordinate system.  And I work on AutoCAD Map 3D 2011.  So I have a couple of questions about this:

1.  Every time I add the associated DWG files, I get a message saying “The following data sources you added are missing spatial reference information.  This data can be drawn in ArcMap, but cannot be projected.”  Do I need to define a projection and coordinate system of the DWG on AutoCAD in order for it to show up on ArcMap? And if so, what are some tips on how to make this happen?
2. I am working with ArcGIS 9.3.1 and I thought I installed the Data Interoperability extension for so I can bring DWGs to ArcGIS.  However, the extension does not show up on as far as when I try to add it onto ArcCatalog.  Would this also be a factor?

[#2]

Well, I think you'd better find answers in an Esri forum, not here, sir.

Anyway, try to _MAPEXPORT from Autocad in .SHP format, then import the resulting shapefiles in Arcgis.

[#3]

To add a DWG to ArcMap you use the button with the + sign. A extension is not necessary.

What coordinate system has the dwg data? In what coordinate system is the ArcMap data frame?
If the coordinate systems are equal, it is not necessary to assign a coordinate system to the dwg.

Jens