Ian,
See figure 6.2.3 in the manual.
Just move the drawing such that 0,0,0 is at some point on the drawing, then dxf it. On import of the dxf into LC, LC will maintain the origin as drawn if you have the "As Drawn" box checked. There are other ways to move the origin in LC, see figure 6.2.4.8.
Everybody works differently. I like to define the origin in CAD based on some point i know i can accurately locate,ie; an edge of the stock or a center of a circle.
RICH