A) Use the ENTER key
B) When you export in milkshape to .x, make sure the animation button IS NOT depressed
C) Yes use .x
D) When modelling make sure you right click in the 3D window and UNCHECK 'Draw Backfaces' or else your model will looked messed up in DB, because DB doesnt draw backfaces.
E) To texture your model get a proggy called LithUnWrap, you can get it from Simples site at
http://homepage.ntlworld.com/toneth/
F) To run animation, first make sure your model(s) are in the same folder as your source code, and then just follow the '3D Animation' or something tutorial that comes with DB.
Hope this helps ya,
RPGamer