converting files to STL format, how?

Hi all, 
I've only just gotten into 3D printing these past couple of weeks and i am really enjoying it. But as it has only been a couple of weeks there is so much i don't know and want to learn. 
My question for this post is can you convert certain files to the STL format, if so can this be done with dwg, cdr or dxf files? 

If possible are there any free sites online that do this, links?

I have desk lamp design i want to 3D print but need it in an STL format, i only have it in the above mentioned file types. 

Please can anyone help?


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