Click on the 3DS Max Objects tab, and then in the Output Options select Mesh Definitions, Materials, Include Animation (requires sub-frames) and bones (Fig.05).


Click on the Mesh tab, and then in the Mesh options change Optimize mesh to None (Fig.06).


In the Animation tab, add how many animation sequences you want. In Animation Method, check Sampled, and in Timeline set it as Key Seq. (Fig.07).


Click on the Textures & .fx files tab; in Texture Conversion check Convert texture Map, Scale texture to nearest Power of 2, and then change the Format to your preferred texture format (Fig.08).



Click on the X File Settings tab; in Dx File Type check Text, in Dx Frame check Sub frame hierarchy, and in XFile Animation Options check Include Animation options and change the Type to Open and the Pos. Quality to Spline Positions (Fig.09).


Finishing that, click on OK and your .X model will be ready to import to XNA without any problems!