Modelling Problem...please help?

[Lady_Rhiea]

Ok so i'm trying to make my own models by geomerging so i read the tutorial by Oinkerwinkle in WC3 Campaigns...so I'm in step two, I removed everything but the head, although i'm doing the warlords head, so there's like three parts, chest, horns and the head itself. So then i selected them all and tried to extract it as MDX and then it gives me an error saying, Feature Not availible "Fopen write mode", anybody wanna help me and tell me how to fix it? I'm using Gmax