As a warning, this is a somewhat difficult of an area.
3D image/graphics formats are much harder than 2D image formats. 2D image formats "Just work". You don't need to know anything about them to work with them. If you have a JPG image and you want it to be a PNG image. That's basically no problem. With 3D graphics, it's not the same. You often need to understand how the format stores images. You have to look up how the format works and understand the basics of it.
So, the first thing you would do is to click on the image and Copy or Cut it. Then you can Paste it somewhere in the notebook and run export on it:
This will produce a ton of error messages. The first is about PlotRange, which is probably some fluke. Change "PlotRange-> 1.2" to "PlotRange->All". This removes the PlotRange error messages. Now there's only one error message left:
Export::nodta: Graphics3D contains no data that can be exported to the DXF format. >>
Your object is a 3DParametricPlot. it's a surface. The examples I see in the documentation for DXF are regions. These aren't compatible. STL works as a format.
You can often make a surface object into a region like object using PlotStyle->Thickness[1]. That is, by giving the PlotStyle a certain thickness. This doesn't seem to be working in your case however.
http://mathematica.stackexchange.com/questions/37684/increase-3d-graph-thickness-for-3d-printing-in-mathematica
Will STL work for your purposes? If not, we have to understand the DXF format and why it won't accept the ParametricPlot.
