MDX to 3DS/Gmax problem!

So I've downloaded Gmax and the Kingpin's MDX importer, I suppose this is the right plug-in for MDX files. Anyways, the script is there in the MAXScript section, however, I cannot find the IMPORT MDX option anywhere. The script is running as I even click RUN SCRIPT.

Is there a less complicated way to convert MDX files to 3Ds? Because I also used the MDX Converter v0.0.1 (Alpha) by KMK and it it crashed as soon as I click CONVERT.

Can someone help?

There is a mdl editing tutorial in the tutorials section that might help you, there is no kind of mdx2max tool in wc3sear.ch (neither viruses btw)