*.mdx files?

I'm just curious, what program is required for someone to edit *.mdx files?

You can convert them to mdl using Yogbul's file converter and then edit the mdl file with notepad. It is enough for many basic modifications (but there are tens of tutorials on the forums, do a search and you'll find everything explained ten times better than I could do it). For major editions, you'll need 3dsMax (incredibly expensive) and blizzard's art tools.

The Blizzard Art Tools can only EXPORT as MDL/MDX. They CAN'T IMPORT these file formats. There are third party importers somewhere, but these are far from complete and bugless.