1. You didn't mentioned the problem.
2. If you want to export the model from GMax first make the animations(or work properly) and check if there are bones conected with the model(Skin). See also do you have the UVWrap option in the sub-object menu of Modify model(should have Editable Mesh, Skin, UVWrap options).
3. Select all: the bones and the models. Open Utilities -> open MAXScript -> press Run Script -> find the DeX Script and open it -> write the name in DeX Script, add the animations and press Print to Listner. Open Wordpad or Notepad(not Microsoft Word).
Start the select from Version info and copy it by portions(bug that doesn't allow more than some of kb of text). Insert the path of the blp, save the text file and change the extension to mdl.
Converting the model and rest should be easy.
If it is still difficult for you go to: ttp://momm.seiken.co.uk/forum/index.php?showtopic=44