Most modelling programs will let you import a .x file's geometry. I'm yet to find one that will import the animation properly though.
EDIT: bit more helpful - milkshape will import the geometry, deepexploration / 3dexploration will too, chances are theres a 3dstudio plugin for importing/exporting .x either in the directx sdk or from microsoft's developer site.
You should find the apps I'm talking about fairly easily with google.
Dan
[edited by - mrbastard on December 31, 2002 12:51:44 PM]