As long as you save the models as .x all you have to do then is create a bitmap of the model, Enter all the correct details into an FPE (the name of the bitmap and the FPE must be the same if you want the correct bitmap to show for your model) and then copy these and any textures over to your entities folder either in a new folder or straight in.
Some people have been using an FPE creator the link to which is somewhere in the forum.
I've got something to say
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It's better to burn out than fade away.