Model Export Help!

I made a custom model with the Art Tools help in max 5.1, and gave it particles, teamcolor, and some animations. It shows up in the previewer correctly, however when I export it with Blizzard's exporter, and try to select it as a model in the World Editor, it is unable to find the model! Do I have to import it into the map before it displays in the Editor, or am I missing a step?

- make sure that u imported all textures (the particle texture, the skin, etc);
- make sure that the texture paths are correct (if u didn't edited the MDL to give the texture a path, then there must be no path in the import manager);
And u must restart the World Editot befor you place the thing whith the custom model in the game.