Hey I found out what the problem was just by accident.
I created a simple model (A Box) and called it Plank - 01. When I exported this out to .x I found it did not work, at this time I was pulling my very limited hair out.
I then created another box and exported it out just to Box.x this worked perfectly. It then came to me, maybe DirectX format does not like Filenames with spaces so I changed the original file I had within the .x code
From:
Frame PlankOfWood - 01Frame
Mesh PlankOfWood - 01Mesh
To:
Frame PlankOfWoodFrame
Mesh PlankOfWoodMesh
I kept the file name the same IE PlankOfWood - 01.x and tested it and to my surprise it worked perfectly.
So thanks for all the help everyone but It seems it was something stupid after all.
I've got something to say
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It's better to burn out than fade away.