i've noticed that the ability to export 3DS or DirectX formats with bone animation actually depend greatly on HOW you've connected them to the bone and what exporters you have used.
Please note that Pirated versions of 3DS Max 2,3 or 4 WILL NOT export correctly. It's part of the anti-pirate measures, but exactly why they have been lifted from 5 i'm unsure
If you wish to export directly to DirectX DO NOT USE the Microsoft exporter unless you are using Max 3.x,4.0 or 5.0
as they DO NOT work correctly with the respective patched versions.
DarkBasic Standard does not (and not likely to) accept DirectX 8.x Skin&Bone models, however DarkBasic Pro does.
Someone should release an update version of the DirectX exporter for Max 4.2+ (inc 4.3 educational) and 5.1+
It's kinda hind sighted that Discreet fudged around with some core code in patchs that makes them incompatible with certain lower version features.
I'd recommend if you wish to export and have something work fine, follow the Tutorial for Game Animation using Bip and set a Hierachy for your limbs.
Anata aru kowagaru no watashi! 