Create a new TIN surface (You can also go with New DEM and just browse,
but you can't do coordinate transforms with that last time I looked.)
Expand the Definition branch
Right-click on DEM Files and select Add.
Click the browse button in the upper right.
Change the file extension to ADF.
Find your data and enjoy your GIS goodness.
Hope this helps.
--
James Wedding, P.E.
Engineered Efficiency, Inc.
The Site: www.eng-eff.com
The Blog: www.civil3d.com
The Book: www.masteringcivil3d.com
C3D 08SP2/09 Mac Book Pro, XP SP2, 4GB