Right - you made the model in 3D Studio Max, but what did you use to export it to .x format?
I personally use the "conv3ds.exe" program, but there is a good (albeit slightly complex) plugin exporter for Max called "Panda DirectX". You could also use a program called 3D Explorer (I think that's the name) or the built-in converter program.
Also, you aren't trying to export any other than a mesh, are you? When in Max, right click on your object(s) and select "Convert to mesh". I've never tried it, but perhaps Max can't export NURBS or patches.
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