Well, 1st you need the .md3 exporter, d/l it from Discreet. Then build your model (gmax has most of the same controls as MAX4, so to me models would be easier to build than with Milkshape), export as .md3, then import to Milkshape. I don't use Milkshape, but there are plenty here who do so shouldn't be hard to get help mapping and laying textures. When ready, export to .mod.