I read a book about how to do 3D animations in 3DS max. I used to have a 1 year trial from some class that I took, and I learned how to do some basic blender.

I am making a 3D model with a running, jumping, and sleeping animation. I was able to just export the model, and name the frames that each animation would use. 

How can I do this in blender, and still have each animation data in the exported .X file?

If you need more information, just specify, and I will expand. I am in kind of a rush right now as I am posting this.

Thanks!

-yaboiryan

I wouldn't waste time on trying to do the animation in an external application, because the application might change how animation is done after some years or you find a new application with better modeling tools that you want to use instead. Importing takes a lot of time and having to redo every step of replacing lost geometry information every time you tweaked the animation a bit would be a huge pain when doing many characters with game specific meta data.

The limited .X format
The *.x format was only meant for the Direct3D SDK, is discouraged by Microsoft and has no real documentation. You would quickly find yourself cornered without the ability to go past the format's capability and unable to find out how something is done. I've been there and it was not funny.

How it's usually done using engine specific tools for more freedom
Then I figured out how to handle the vertex buffers on my own by importing from the *.obj format  (the biggest standard for 3D models) and quickly made my own tool for the bone rigging, physics and selecting shaders. This is highly game specific and should not be limited by a generic model format. It doesn't have to be like 3DSMax, just a menu for importing, loading, saving and some basic tools with an ugly hacked together GUI.

If you want canned animations for a natural look, the bone data can then be stored in a texture given to the vertex shader for applying bone weights during transformation. You can define key-frames using a set of bone rotation quaternions or 3x3 matrices, then select one pose at a time and set the rotations you want.

If you want improvised animation for accuracy, you can write code in your game for generating poses with correctly aimed heads and arms, balance systems, smooth fades between running forward, sideway strides and stopping.