Paul, have you tried the Autobuild Z functionality - I think it's in the version you are using. You'll find it in drawing mode, and you have to activate the config option but it will create extruded and revolved features as well as holes, rounds, and chamfers from DXF data in the drawing, creating the features in a part file that it attaches.
Config option is autobuildz_enabled yes
Might be a way to do what you want - here are a few of the menus, albeit in Creo 2.0. The shapes have to be rather basic (no surfacing for example), but I've used it in the past and had success with using imported DXF geometry to create modifiable 3D part features.
[cid:image001.jpg@01CFEA26.5EDD1E00] [cid:image002.jpg@01CFEA26.5EDD1E00] [cid:image008.png@01CFEA26.5ED0E900]
Mike Brattoli
Moen Incorporated
Global Product Development Process Management
Administrator - PLM