Look for the skins of this model on wc3sear.com.
These are the files you should have in their own folder
on your computer before importing:

3dsmaxplane.mdx
3dsmaxplane_portait.mdx
3dsmaxplane.blp
cartoonsmoke.blp

cartoonsmoke.blp was created as a texture by Blizzard Entertainment. 3dsmaxplane is a texture released with
3dsmax for use with some of their tutorials that has 
been edited slightly and converted to .blp.

Created, animated, and converted by JPedid.