Ok, so now you have your model ready. Eventually animated and textured too (not necessary, though it will only show up in the player's color in game if you don't ^^). Ok, now we're going to export the model from GMax. Select your whole model (or the parts you wish to export). Then click on the Hammer icon in the upper right corner, then select MaxScript. Now click on Run Script.
A file browser will open up. Locate Dex's Exporter script (wherever you placed it) and select Open. Another window will be opened. Here you specify a name for your model and which animations it should have. Animations are specified in intervals. For more info on this, read the Animation tutorial above. After that you click on Print to Listener. This will generate the MDL code and place it in the listener window.
Depending on how big model you have, this process will take some time. If you receive any errors, double check the Checklists in the tutorials above. If an error occurs, GMax usually flips out and behaves really irrational. If this happens, reload your model. DON'T save when it asks you. When done you can open the listener window by clicking on Open Listener to the right.
This will bring up a window with the MDL code in it. Open up an empty Notepad, then copy-n-paste the contents to notepad. There is some kind of bug or something that prevents you from selecting all code at once, so you must copy it piece by piece. DO NOT make a mistake here, or it might screw up the model. make sure you DON'T copy the comments at the beginning and the final line that says "Export successful". There is also an option named Write to Memory, but this is unimplemented in the current version of Dex' Exporter script.
After you copied the contents, save it as NAME.mdl (replace NAME with whatever you want).