What's up? Why don't set graphics/file model/something.mdx? The main stuff is, when you transform a creep into a Hero (or vice versa), then you have to copy an existing Hero (creep), set its model, and set out all the attributes from graphics and attack animation (XYZ/shadows etc).
If you try to replace models ingame, use the ability 'Srtt' instead. It replaces one type of unit with another (instantly after being given, or researched the required techs), and it is used customly in human siege tanks. (and something similar in fel orc conversion).