There is a firm out there selling a converter: I understand their support leaves a lot to be desired. Try a Google search and see if they are still around.
Have you tried just attaching a DWF inside a DWG? You just need a relatively recent version of AutoCAD or LT.
OK, I did that and it inserted the DWF file in to my AutoCAD drawing but everything is on "Layer 0".
I guess I should be glad that I can insert the DWF drawing, is there anyway to import the layers?