If your model is named "Footman.mdx", you must name the portrait "Footman_Portrait.mdx"
The "_" (underscore) is necessary, then type in "Portrait" after. Don't forget the ".mdx"
Other examples:
Paladin.mdx = Paladin_Portrait.mdx
Unarmed_SkeletonWarrior.mdx = Unarmed_SkeletonWarrior_Portrait.mdx
Note: You must have the portrait itself! Some models here on hive does not have/doesn't need a portrait model. You can however extract the dafault WCIII units' portraits on the "war3.mpq" inside your "Warcraft III" directory with "Warcraft III Viewer".