That's doesn't work like that Abrams, you need to export this files in here 3dmax I mean,.. Files/Export/ Flightsim DirectX File (*.X) there should be two files exported
Example: Avion.X and Avion.XANIM files and you have to save these files here /C:\Archivos de programa\Microsoft Games\Microsoft Flight Simulator X SDK\SDK\Environment Kit\Modeling SDK\3DSM7\Plugins
or 3d max9\plugins
You need to create a shortcut of the XtoMdl to the "send to" folder
To save my bad English speeching here is a tutorial from Bill Leaming who tough me this, follow exactly what he says
http://www.fsdeveloper.com/wiki/index.php?title=XtoMDL