I hear ya guy, I have maya 8.5 & the stupid thing really sucks. I couldn't import a DWG which drove me nuts. After doing some knocking around the web I found out yes maya will import a DWG file but this is only the case on windows. If you use a mac then your shit out of luck.

Your other option is to export the file as a DFX file or convert a DWG to a DFX. I tried both ways. Everything was going fine then jack join the party & called it quits so yep! maya shut dow & by the 3rd. shutdown I gave up. The way I see it is spending some bucks on some plugin at least for mac users.
If you find a solution, let me know...