Gmax *.X files

I loaded Gmax yesterday and created a simple box. Saving As (nor Exporting) give me the Direct-X fileformat option. any suggestions appreciated.

P.S. I've read SimV message re: gmax and it appears to me the obligatory files are installed:
\plugins
FSModelExp.dle
makemdl.exe
makemdl.parts.xml
EDIT:
I went ahead and Save As *.MDL and Gmax created the *.XML file, too. Cool.

P.S. I've read SimV message re: gmax and it appears to me the obligatory files are installed:
\plugins
FSModelExp.dle
makemdl.exe
makemdl.parts.xml
EDIT:
I went ahead and Save As *.MDL and Gmax created the *.XML file, too. Cool.