@Argadon: The screenshot you saw above was the hud.x file in TrueSpace. You bring the .X file into your modeler and simply move the entity with your mouse to change the coordinates. If you don't have TrueSpace/GameSpace, Fragmotion imports .X files and MilkShape does it through the Tools menu. All X, Y, and Z coordinates can be set by just moving the entity around the plane in the editor.
/JOOM
*Edit: Forgot to mention that's also where you can rotate and size the entity. In TrueSpace/GameSpace it's called an Object.
The other night I was staring up at the stars, wrapped in thought and wondering............where the hell did my roof go?