first it has to be saved and converted to x
fpscx10 will not run 3ds etc
so save the file in 3ds max to x
then once achieved
name the mesh
then get an fpe file from any other entity and change the values as in x object name to the new x object name and its file location,
add the annimation values etc,
make a bmp of the model and also the unwrapped x texture and it should be in dds format
usually ther are 4 parts to an entity
texture.dds
mesh.x
fpe file
bmp picture
hope this helps
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