Quote: "I have 3dstudio max yet.."
If this means you do have max, then you should be able to easily load in the .FBX and export as .X
Here is bond1's .x exporter for max.
http://mjblosser.com/kw-x-port-for-3ds-max/
You may need to do some alteration with UV mapping if the assets use multiple textures and you want to use shaders in GameGuru.
If that meant you do not have Max then yes, Blender ought to be a good route to go.
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