everithing works fine for me! i expoertet few npc models and genereated some models from the character parts. U need to know that heads and bodies are in diferent files and you have to load them both. The real pain is finding the skin file, after that comes a bigger problem, you need to edit the UV map to fit the skin texture to the mesh. Just use UV unrap in the 3d max modifers.
http://deant01.deviantart.com/gallery/45104586 <- is a proof of consept, and I can give you a sample .max file so you can check it. If you use MAX that is.
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