I'm trying to insert a drawing into a GIS program and I keep getting an alert that says the drawing is missing spatial reference information.

I have drawings that I have put into GIS before but it doesn't help if I take the problem drawing and insert it into one of these.
 
I have checked the coordinates they are the same but what am I missing??
 
Please Help

What kind of GIS application are you using? There are also many spatial and GIS functions in AutoCAD Map.

The GIS software is ArcMap or ESRI

Is not a question off autocad but off arcgis.convert cad file objects to shape file