Can anybody tell me if I can convert to a XAML file in AutoCAD or if there is a converter that can do this for me?

I doubt there is a direct converter. But you might be able to use an intermediate vector format and tools like Microsoft Expression or Adobe Illustrator.
 
XAML is also used inside DWFx files.

Hi Vladimir
 
I am still searching for away to create a XAML filefrom AutoCAD. Going back to your last reply what did you mean by immediate vector format - Is this a file format I can save out as?

No, I was proposing some format which could be converted to from XAML and read by AutoCAD (e.g. WMF, PDF - if 2D, or 3DS, STEP, SAT - if 3D).