Its hard to be able to give you an answer without seeing your code.... are you able to post the relevant parts of it here ? the answers you recieve will be more helpful if people have more information to work with
But...
First check that you can load the object and play its animations manually before trying to integrate the model into a game, I mean, make a new empty 3D app with the new game wizard, then stik in some code to load you object and start playing its animations... If you cant get the model to load and play its animations on its own in an empty GDK app, then the problem is most likely with the way the model was exported from its app or something(model problem anyway, not GDK)
EDIT : make sure that you are doing the stand alone testing inside DarkGDK and not using the DirectX viewer, I have had models that will open and look fine in the DirectX viewer, but have then had problems inside of DarkGDK...(my own fault not gdk's - I stuffed the export parameters lol)
Once you have done that, and the object loads and plays its animations on its own inside the GDK, you can eliminate the actual model as the problem, which means that somewhere, your code isnt doing what you want it to... which means spending some time debugging your code's logic, what its doing and where

... debugging is always fun
If it ain't broke.... DONT FIX IT !!!