Thanks
Nice looking model, reminds me of battlefield vietnam.
You'll need to UV map this unless you just want the same base texture applied to the entire model.
Export the model as .x and then use the FPSC entity maker which can be downloaded from here:
http://files2.thegamecreators.com/fpscreator/fpsc_entity_maker.zip
The download contains video tutorials which tell you exactly where to place the files so I won't repeat all of that here. Just make sure you have the model in .x format and a .tga or .dds texture ready to go when you use the entity maker.
There is a directx exporter plugin available for Milkshape 'DirectX 8.1 Exporter by John Thompson' from the following link:
http://chumbalum.swissquake.ch/ms3d/download.html
Nomad