3ds max 5 problems

ive red all 3ds max tut, but nothing has answered my question...
there are lots of it...

if i imported an mdx model using some dexporter script, and unchecked bone rotation and check static, ive got the model...

1. after opening the model (hellscream) there are different colors of meshes around, red for the body, pink for the shoulder armor, and green for the axe, and some other things like tornado, ive deleted the tornado mesh, because i wont edit it, and deleted also the hero glows, cause i dont edit it
i edited the shoulder, the axe and the body
after editing it, i selected them ALL(meshes), and clicked export selected, and finish and saved it to Hellscream2.mdx
but after that, i opened wc3 model editor, and opened the edited file, then it gives me an error saying, cannot find Texture\Hellscream2.blp

i dont know whats happening to this?

2. do i have to unwrap a model before ill export it again?
3. is it possible to import a mdx file with the skin attached already?
4. if i imported the grunt model, can i apply it's skin to the mesh automatically?
5. in 3ds max 5, how to combine all the meshes?
6. can someone give me a complete guide on importing the model to exporting the model? im really confused about this....when it comes to exporting it exports successfully but when i opened the model in warcraft 3 model editor, it errors

it seems im not the onyl one lost in here... this is the same problem i had last night remember? I followed this tutorial to help me:
http://world-editor-tutorials.thehelper.net/magos.php

and well it worked on the viewer problem but like i told you in thehelper.net when i imported it the model was just red... hope that tutorial will help you out. >.< i know im a noob and i got my own problems but im trying to help out too.

You can't just import, edit, export and expect it to work. That won't happen with DEX at all.

Profet has given us the closest thing to a full importer, youshould check that out.

Click on my submissions for a basic model edit tutorial.

there are two kinds of exports, 1. is from max script and 2. is from file > export
if i used export selected in maxscript, do i have to select all the meshes? because if i only select 1 mesh then thats the only mesh exported, and when i select all the meshes, and tried to open the exported model in magos world editor, it errors like a texture is missing...
so what kind export to use?
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oh yeah i love your tutorials....