After a long time of messing about I finally started using Cinema 4D V5 which was free off a magazine coverdisk!
It is easy to import the models and export but at first I found that they didn't have any textures on them when loaded into DB Pro!!
What you have to do is change the texture size of all the model textures to equal numbers eg, 64x64, 128x128, 256x256 as direct X needs to have square texture files, once done this you can then export to .X but make sure you have textures turned on as I forgot at first and took me 2 days to realise!!! LOL
Other thing de-select everything else apart from the textures in the direct X preferences or it won't work!!!
Now when you load the model into DB Pro you will have fully textured models!!
I've found that this is the easiest way, but then thats only me!! I convert from .3DS to .X also use Bryce for landscapes as you can export them with textures also!!! Very cool when loaded into DB Pro!!
Good luck m8! Took me 4 days to finally get the hang of it!
New to DBPro comin from AMOS on the Amiga!