Just make sure you have DxDesigner configured to output an Allegro style netlist format (known as a TELESIS format). I have never created a netlist from DxDesigner to Allegro but a quick google search indicates it's possible :)
Once you have it then the previous poster's reply works. You will need to have the symbols prepared for Allegro as well. There is a document from Cadence that covers how to import a netlist that's in the Allegro docs.