Anyone know how to do this?

Anyone know how to open the model files from warcraft in 3d Studio Max?

Look around in the modeling forum, or use the search function! I believe that 3ds max can open MDX's, and if it can't, convert it to an MDL, and try it then. Scout around for an MDX -> OBJ converter, I'm pretty sure one of these is floating aroudn also.

3dsMax can't directly import .MDXes, but there is a script that will let you do so.