I get that same look whenever I extrude using Milkshape. I have not had any problems with it once I UV map the model, so I look at it as an inconvenience.
You could try to weld the vertices together. Set the mode to select vertex and select them all. Then press Control - W to weld them together. Doesn't always work, but usually helps at least some.
Another thing you could try is seeing if the vertices are lined up at the same exact point on a particular axis. For example, you get as close up to the model as you can and position the mouse pointer over a vertex and look at the location. Let's say it is at -90.592 on the X axis. You click on the on each vertex one at a time (on that side) and move them to the absolute of -90.592 on the X. Sometimes this makes it look better in Milkshape.
Hope this helps.