Obj to mdx?

How do i take a obj and make it into a mdx?

well the only way is to import it into milkshape and export it (read the tutorials) to mdl or once in milkshape export it to .3ds and then have gmax export it to MDL

i cant get gmax to work on my computer, is there another way to do that?

use milkshape, and read the tutorials