Use programs from the "Tools" section like Warcraft III Viewer or MPQ or Ladiks Mpq, export mdx which are you looking for, then use Yobguls Converter to make mdls from mdxs. Use Oinkerwinkle tools(http://www.oinkerwinkle.com/tools/ ) if you haven't got any 3D programs like Gmax or Milkshape and delete usless parts to have a shield of a footman.
You didn't follow his instructions. When you have the shield, import the model and make an ability that attaches the shield to the blademasters left or right hand