if the file is not animated then a conversion from .x to .3ds or .max is fairly easy with several modeling software packages out there... Right Hemisphere Deep Exploration is one that will do the conversion pretty easy for you.
But if the .x object is animated everybody I've seen on this forum say's it's nearly impossible or extremely hard to do without degrading the animation.
There is another thing if you bought your copy of autodesk ($3,495.00)then you have to have the tutorial disk that comes with it and the tutorial disk does show in detail on how to do task your asking about...
If you think education cost so much you should see how expensive ignorance can cost you