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Are you sure that you have the filters loaded that ship with CorelDraw?
As far as I know, CorelDraw will import from/export to just about
anything under the sun. In fact, I often use the program as a conversion
tool between file formats neither of which have anything to do with CDR.
Check your installation. It's possible that the program is installed in
"minimum" mode, without most of the conversion filters. If you have the
CD though, I'm pretty sure they'll be on there. Also, I don't know what
your level of experience with the program is, but be aware that Corel
has both a "save as" and an "export" function, which don't handle the
same files. If you were only using the "save as" function, you probably
only saw various versions of Corel as format options.