what pluggin are you using?, some of them have a checkbox, something like
|activate skin (create skin)|, when I try to do this i use "MDX importer pluggin"(with create skin option activated) but usually fails skining so i must re-skin (importing again with create skin check box disabled ) the model over the bones and then apply the animations ,and thats it. (previously creating the note track)then Export it using the neodex 1.0
Edit - forgot about texture mapping, usually texture mapping coordinates should be ok during importation, the only thing I do is to apply a unwrap modifier to the mesh ,for matterials I have to change the blp's to tga's (or you can use your own textures as tga an later convert it in blp) then I use the material editor >> warcraft III material (comes with neodex) I can modify the textures the meshs and everything, then the final step is completed in magos model editor , thats because neodex exports a MDL file and some texture paths must be fixed ( because war3mapimported is added to all texture paths) in this step you can add the animated textures and once the model is working correctly I save it as MDX format and finish my job XD... I hope that this helps