It gonna cost a little but it works!
You're gonna need Deep Exploration from Right Hemesphire. ($249US).
Export from XSI as .xsi version 3.0 with Weighted Skeleton and Convert IK to FK (Keep Skeletons) option. (Make sure to triangulate the polygons first. Modify/Poly Mesh./Subdivide Polygon/Edges. (Select Triangle Type))
Open DE and Save as Direct X format with 90 degree Pre-Save (Geometry Transform Save Tab) rotation in X and Z.
Done.
Deep Exploration is a Godsend it can convert many 3D and 2D formats instantly with full animation preview. It's verrrry slick.