Did you try the "join open vectors" feature? Menu Edit> Join vectors or button with blue rounded rectangle with yellow nodes.
Unless you have important spaces between vectors, it should work fine. You may be able to select all vectors.
After that, don't forget to simplify your vectors with the "fit curves to selected vectors". Otherwise, you'll have zillions of nodes as curves are translated into very small sections in the dwg.
W7 - Aspire 8.517