Instead of the Save as menu, please choose Export and select the output file as DXF or WMF. These formats are recognized by AutoCAD and can be opened by the application. Once again, import the DXF or WMF file into AutoCAD and then save it as DWG.
As a side note, please don't try to convert the CDR file to DWG because things will look messed up and you will not be able to properly use the DWG file. The manual method should be used along some extra customization.