Modeling Basics @ world-editor-tutorials.thehelper.net said:• How do I import and export existing models?
For GMAX use the MDX Importer/Exporter 2.0 for importing models. Use Dex Export script for exporting them. The import script will bring in everything inside the model, but the animations are often incorrect.
For 3DS Max use the MDX Importer/Exporter 2.0 for importing models. Use the Blizzard Art Tools for exporting models. If your version does not support the art tools, you may want to try Import/Export MDX, or Dex Exporter.
For Milkshape, download the export plugin from the Tools and Utilities page.