What file type is the animation/model? The main ones it should be in are
.3ds and
.x. The should play objects in DarkBASIC, if they are set correctly.
The code for playing objects that you're using in DB are:
play object 1 : loop object 1 which will play and loop the object. Another thing to check out is the position of the object. If the position is too far away you won't see it. But, you said it may disappear, so make sure the position of the object doesn't change when you are animating it in Milkshape (or wherever).
Really, this problem has never occured with me, and I use Milkshape and DB, so I'm shooting in the dark here.

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