Jeremiah is almost right.
If I were you I would use Maya's UV mapper to map your models. It is far more advanced than anyrthing you will get in lithunwrap or milkshape etc.
THe direct X exporter for Maya stopped being supported at 6.5, there is an exporter for 7 but it's buggy as heck!.
If I were you, I would buy yourself a copy of milkshape(very cheap), then when you finish you model in maya you export it as obj (not animated) or FBX (animated), then import that into milkshape and export as a .x from milkshape.
easy as PI!