You really do not want to do this as any data may be very far from the origin which will lead to all sorts of issues, just do a search on this forum.
Ideally the project origin should be at the bottom left of the project / site and use the project location to set the coordinates for the zero
I generally don't have any problems inserting a DGW at origin on a worksheet.
If you get any problems you could keep the original working unit (most likely meters instead of mm), this scales the problem down by a factor 1000.
That said, the model is always on the origin to avoid the problems Scott refers to.
The location you set at Project Location (CTRL + W) is the real world location of your project origin. You might need to convert cartesian to GPS, depending on your local standards, to get an accurate lattitude/longtitude.