That's very easy.
Download the MsZero file.
Then extractr it and just put the exracted file into the Milkshape folder found under C/Programs/Milkshape3D.
Then for exporting, press inside Milkshape "File" then "Export" the scroll down untill you find "Warcraft 3 MLDX (beta10)"
Then type in a filename and add behind the filename ".mdl" (without extensions)
E.g. : filename.mdl
The find the mdl file open it with Notepad and type in the name the model shall have. You also have to replace the texture. Basically exports have the texture "Textures/white.blp" change this into the texture/s you use.
Well, there's something special about anims, if you have for example made the stand anim from keyframes 0-30 you have to click on "Comment" and type in the name of the anim then comma then the keyframes. This time : "Stand-1, 0-30"
There was something about bones, but I don't know exactly, but indeed all this stands at the link you wrote above.
Edit: A yeah, íf you create a bone you have to edit the comment "Linear".