How to safely import assets into Unity?

Hello, I have some un-finished projects in the old vers. of Unity. I've noticed when I imported assets into Unity 3, I lost most of my progress on the game. Also when I imported a Blender model it looks wierd, is that becuase I'm exported it as a .dxf file? (Blender 2.49 doesn't do FBX)

Blender 2.49 does do FBX. That's how Blender files are loaded into Unity--Blender is launched in the background and made to export to FBX. There's not much reason to export Blender files as anything; just save the files normally and let Unity handle it for you.