I use 3ds max 7, and i can easily export the model with the mdx importer/exporter, and i can easily import it into WE, but when the map runs, the model is laid down straight to the ground... Why?! I've tryed making the model in all the different views, but nothing seems to help...
You can download a script for 3ds max, which export your model as mdx. Just search for it over google, the name is Import/Export MDX v2. You run it trough MaxScript under utilities (the hammer icon).