I think you have to download it from his site or iit might be posted in the models and media forum.
I have had that problem with Magic FPS and it was the conversion program I was using to convert to .x.
When I exported directly from Milkshape as an .x file I had no problems.
What modeling program are you using and what are you using to convert your files to .x?
The free entity creator works but,as you pointed out,it ain't the friendliest program around.
When you get ECS Pro (you can download the lite version for freefrom his site but I can't remember whether it is fully functional or not) it will import the models for you if they are in .x format.
It is not the fault of Magic FPS that the mesh collapses with certain .x models...There are a hundred different programs and converters and a lot of them convert .x models differently.
Even though it may still be an .x file it can vary in size and information.