I have been working on models on 3d studio max, yet I have not been able to export meshes to DirectX format "*.X" files... What should be done to accomplish that NOTE: Am desperate!!!!!

3D Max does not support .X files. But, there are plugins for this. I have a plugin that will import X files into Max and allow for export. I can't remember what it is called though... I'll post it tonight. Its free too.

I found it Free X file plugin for 3D studio

It is free, and works pretty well with a decent amount of options.