Another question about 3dsmax5 animations.

When I have made the animation, then I export it to mdx, but when I'm looking in WE, it haven't got the animation.

Should I do something more with it before I export the model?

Did you name and create the animation in the dope sheet?

Also make sure you follow WC3 form for naming animations.
Non-standardly named animations do not appear in the WE.

Even Blizzard made this mistake. (Whether intentionally or not is debatable)
Goblin Alchie, for example.

Okay, but how do I name an animation?

But when I have done that, I still got this message:

You have to go to the fourth tab on the right, with the little wheel on it. Then select every object that animates. The non animating objects don't matter.

Then under "assign controller" set all three (position, scale, rotation) to TCB.

Once this is done, test again.

A little suggestion, its easier to just create a base bone and assign it the right controllers, and then copying it for the rest of the bones, instead of doing the assigning process for each bone.

or set the default controller to tcb

That's what I have, but then when I animate for others I have to go through and re-set every piece, because they refuse to set TCB as default.

or you can do a simple script to set the same controller for multiple selected bones.

I have no clue how to make scripts.

ok, then I made one. It's very simple actually. Sets all the controllers of whatever you have selected to TCB (single or multiple objects). You can edit the script to set whatever controller type you want.