Hey pizzaman, I've been messing around with trueSpace as well. There is a feature inside of trueSpace that will export to a .x file, but if you just can't find it you need to do a brief search:
Go to msn.com (not the best search engine, but I know this gets you to where you need to go).
Search for "essential gmax tools", click the first link. It should say "Essential GMAX Tools". On this site is a lot of downloads, but one in particular is 3d Exploration. It's the older shareware version of Deep Exploration and i converts between some of the most common 3d objects.
Crazy Donut Productions
Current Project: KillZone