Yarden,
I am not terribly familiar with NX in regards to exporting DXF files, but found this
video tutorial. As Eric mentioned, it is an export operation; but you have some control over what you export. DXF files
can be more than 2D. It is important to only export to a 2D (flat) version of the face/surface you want to manufacture.
Much like any other CAD system, DXF has different file versions (e.g. NX 6 vs NX 5, or SolidWorks 2014 vs SolidWorks 2013). Attached is a screen capture of what I am talking about. Where I work, we have an old machine that is used on rare occasions, but requires us to save the DXF as an older version (AutoCAD 2000/LT2000 DXF) in order for it to read the file properly.
It does not look like this option is built into NX, although I could be wrong, so you may have to download AutoCAD or similar to convert the DXF version. Creo (Pro/E) has the option for us to do this as part of the export operation - we can select 2010, 2007, 2004, 2000, 14, 13, or 12.