Remember that any conversion utilities for the Saturn are from prehistoric times, and though the DXF and 3DS formats have been around for a long time and there's bound to be some changes in the file formats and in how programs use them. There may also be some extra restrictions, like having to use only quads and no other primitives.
You were right Antime, there a problem with DXF version, I saw that with a notepad(DXF files are plain tetx files) because an apple model worked and my track didn't. Also it seems to have a number of vertices limitation, I had to cut my track, now I have a .mdl with a half track.
Next, I only have to reduce polygon numbers, rename them, add a background in the sample and it should work.