Cellname and Path need to be declared and have their values set. Unless you are doing that elsewhere, running the go() command with those two parameters as they are in this code will produce an error.
Set Path = "C:\Temp\mydxf_file.dxf"
Set Cellname = "DXF_Cell"
Path and Cellname are parameters of the subroutine ImportDXF. They are set when the sub is called. But I tried hardcoding it by this snippet:
DXF.ImportFileName = "C:\Temp\mydxf_file.dxf"
DXF.CellName = "DXF_Cell"
Using set produces an error "need Object". Strings are not handled as objects in VBScript.
What release of Xpedition are you using and are you running this in process or out of process?
CellName has to start with "DXF_". The path should be checked as well, because if the file is not found it produces the same error