Model Editing Program Here
http://www4.discreet.com/gmax/
Modeling Addons and other stuff
http://www.wc3sear.ch/index.php?p=Tools&ID=29&sid=
now.... as a note
when you are looking at these files and going WTF!!!
some of them are utilies.. like for example... the MDX/MDL converter.. you will need this
Others are scripts... the Dex, and the Importer Script for Gmax
These go in the Scripts/Startup folder in Gmax after you install it
the importer will load up, but dex has to be run manually from in gmax
Now Follow these tutorials until you can replicate exactly what is being done here.... this takes time.... it is only to get your head around how to do it.
http://www.wc3sear.ch/viewtopic.php?t=5387
http://www.wc3sear.ch/viewtopic.php?t=5388
http://www.wc3sear.ch/viewtopic.php?t=5389
http://www.wc3sear.ch/viewtopic.php?t=5390
Now.... there are a few things you need to know when doing this...
1st you cant export as MDX
2nd this isnt 3d Studio Max but its made by the same people and looks identical
To export... you must use the dex script.
If you put it in the right place.. you can select Max Script from the top, run script, browse to it... then when you have your "Selection" ready for exporting you can "Print To Listener" then hit F11 Copy and paste that into a blank MDL file then convert the MDL to MDX... (I know it seems redundant if your reading the other tutorial but its needed for proper formatting"
remember this is a work around because you do not have 3ds max... but this is free and it works
Good Luck!