Associating CAD model with MX

Hello,

Could anyone help me with associating CAD files/models with MX?. While I am opening display/drawing file from 3D DGN file (file with survey) and setting the active group from MX to Model (from DGN), an Application focus in MX turns red (background) and an comment appears: "Current CAD model is not associated with MX". How can I associated it with MX?

 Thank anyone for help