Problem converting file to Shp file

Hello,

I received the picture below (purple) as DGN file made under Microstation. The map is mollweide projected.

I want to open it as shape file with ArcGIS. When I try to do so, the projection is "bigger" than a normal mollweide projection. Are they any parameters to tune in order to convert the mollweide DGN file into a mollweide Shape file?

Thank you,

Chris.