KeePassX-2.0 is missing a lot of nice features on OSX, such as importing xml or csv files. Here is how to get around this ommission.
Open Dashlane and click File -> Export -> Unsecured CSV
Save the CSV
Run this ruby script to generate a KeePass0.4 compatible xml file.
https://gist.github.com/kwstannard/6135f77608690c51d0c3
Download KeePassX-0.4.3.dmg from here:
https://www.keepassx.org/releases/
Open KeePassX-0.4.3 and click File -> Import -> From XML
Select ~/pwds.xml to import
Enter a password for this imported DB. You should see your passwords in KeePassX-0.4.3
Save the imported database and close KeePassX-0.4.3. Remember where you saved it.
Open KeePassX-2.0 and click Database -> Import KeePass 1 database
Select the database that you just saved.
Use the same password as above to open the DB. You should now have your passwords in KeePassX-2.0
*** Delete the CSV, XML, and kdb files! ***