its easy that I found out due to a XWA guide
you need :
Gmax( Link provided Later)
MD3 exporter Plugin for Gmax ( Download will be provided later)
Lithunwraped (Link Porvided)http://files.seriouszone.com/download.php?fileid=198
Make you model and go into file and use Export select a directory and use Lithunwrap open file go under model load it then save it as a 3ds what ever you have to do u can do.