When you export make sure all objects are selected, then in the export page on the bottom right you will see some option, find export animations and include framerate and tick them, then export. Obnce you have the .x file add the following code to the FPE of the object and change 0,84 to the start and finish frame number of your animation.
;anim
animmax = 1
anim0 = 0,84
playanimineditor = 1
Now it will animate all the time.