used 3ds max and the panda Xporter, I think there is a utility called 3dsconv that makes 3ds files into x files, there is also old copies of 3d exploration(free, deep ex has a trail) that will do this, but I'm not 100% sure about the settings, might be easier to go to .obj first from gmax, I think there is a max script for that.
I tried the sample ships, and it exports fine, I think most of my issue is with naming problems and correct material IDs (some of them work some don't)