PLEASE HELP

PLZ can some1 help me? im jst bought fs2004 and i think that its wicked. I am starting to make my own plane but i dnt understand. I hav downloaded makemdl.exe from microsoft because i dont have fs2002 pro. but i still dont understand how to get my plane into fs2004. i made it n 3ds max 5 and exported and imported it into gmax but i dont know how i get it into the .mdl. on all the things i looked at is said to put the makemdl.exe into the gmax/plugins folder so i can export it but it didnt work. do i need a plugin so i can export as .x THEN use makemdl.exe or what????