Modding and Skinning

Im working on three projects Blood of The Wolf,Dragonball Goku's Story,
and Dragonballz Legacy of Gohan.(The blood of the wolf is my spearhead campain that i hope to post a beta and begin recruiting for)right now aqnd i want to see some custom models in them.Here are a list of things i need help for.

I got milkshape and Gmax how do i covert warcraft mdx to md3s(i think thats what the use)and visa versa?

How do i skin a custom model?

How do i add custom animations?

Any other programs you think will help me for my modding?

There isn't a really good way to import and export from Milkshape. You'll lose a lot of the parts of the model (like particle emitters, animations, attachments, materials, etc). This can be re-added if you have enough patience and knowledge, though. Still Milkshape is a very bad choice for editing models.

I don't know about how well Gmax could do that, since I've never used it.

To skin a custom model, it depends on what program you're using.

To make custom animations, it again depends. You can add existing animations, though, using the animation transfer program here.