Yes,use .Obj format to export from Wings,overall it is the most reliable format,if you have problem loading it in Cfx,try converting it to different supported formats..Asci format works well from what I've seen.
Note that you'll need to reload the textures on materials into cfx and re-apply them to the mesh to get them to display.
Lithunwrap can load and save different formats,this is the last ever free version.
http://www.geocities.com/actarusprocyon/lithunwrap1-3.zip
Everyobdy wants to be loved,But no one loves everybody...
HEY!!! I'm the one who had 'Cyberspace' in his location on the older black forums,shame on you Rich j/k