Hey SC03 (hope you don't mind the abbreviation)
is this the link you used for HexaGreat3d?
http://plaza10.mbn.or.jp/~shusaku/roku/rokue.html
I just got XP and HX3d works (in a relatively-speaking way)even though many other programs no longer work!
I'm a modeling amateur so I would take these guys' advice but I also have found that I really enjoy modeling in HG (though it crashes a lot). To avoid crashing here's a tip: if you accidentally create a vertex (a point I believe it's called in simpler terms) you don't want, don't delete the vertex! Delete the line it is on, even both sides of the line the vertex created.
Many times I have worked 10-20 minutes on a model and then accidentally create a vertex and try to delete it and the whole program crashes and won't let you open up the model file even though you saved different versions trying to cheat the ugly bug. So if you get it to work at all please remember that!
You can export the models as DXF into Milkshape and TrueSpace but I don't know what else it will work with. But honestly, I'm a 2d artist and it is the easiest thing- I seriously learned how to use the program within 10 minutes, though I've had TS for over a year and still am struggling with it (please pro modelers, don't insult me for my slow learning curve! I'm also busy writing/recording much music, writing stories and on top of that, I have a life outside of my bedroom/computer room/mini-recording and art studio.)
HG3d is really just for designing the outside of the model and coloring it. You can't do textures, bones, animation or anything else. But the colors you apply help separate areas in a way so that when you add textures in TS for instance, the texture will apply to everything that has that color even if it's an shirt and a shoe.
Another problem it has is sometimes saying a face is there that is not which turns out pretty ugly in TS cuz the normals are flipped, and not all the normals so when you flip the normals half of them flip- much bad!
Well, guess that's enough amatuer modeling rambling for now.
Alan