QGIS 2.6: CRS was undefined defaulting to WGS84

I'm working in a UTM projection and bringing in dxf layers from a different program. The dxf files are all in the correct UTM coordinates already, but when I bring them in I need to change the CRS to UTM 17N instead of WGS 84. Is there a way to change this default CRS?

Working in QGIS 2.6 Brighton