I just got a program called quicd 3d it is the best 3d convertor i have found sofar it supports obj and Quake mdl/md2/md3 imports and exports i still haven't tried converting it's mdl into mdx
not sure if it will work since it say quake mdl
I was planing to start my first model now When i finish it...and if it works i will let you know
you can check it out on quick3d.com but it's not freeware it cost $199 but that's much cheaper (if it works) then paying for 3d studio