1.Cut the top and bottom edge of that cube face into say 10 pieces using the cut tool. (does it automatically) 2.Select one point from the bottom and one from the top and use the connect tool to form a line across that cube face. 3.Cut the new line you have formed into say, 2. 4.Select points to the left of the ones you chose for the line and select the new point in the middle of the new line (you made that point from cutting it) and use the connect tool again. Do the top point seperately from the bottom one btw, otherwise you'll make another vertical line. 5.You should now have a square or rectangle face on the right of your cube face and 3 triangular faces to the left of that line (2 Triangles at least, the other could be a pentagon depending on what points you chose etc) 6.You can delete the vertical line seperating the triangles and the rectangle/square face now but leave the point that they join there. 7.Click the face/s and extrude outwards. 8.Select the new top and bottom edges of your extruded part and delete them, it should form a slanted face for you.
And there you have it the faces join.
If you want a criss cross as well, do what I said above but then do this: 1.Cut the left and right edges of the extruded face into however many pieces you wish. 2.Join the left point to the right point on both slanted faces. 3.Extrude outwards. 4.Move the face up or down, the object shape will bend etc for you, giving you the criss cross look.
I'm not entirely sure on the mechanics of Milkshape unfortunately, it's a horrible program to model with really I think. So the commands or tools that I have mentioned may not be named the same or act the same way unfortunately, it should work like that however. I use Wings3D and many others use Metaseq, far far easier and friendlier. Milkshape is the only program that can import and export CMP files currently though, which is annoying. So it's simply used to import the 3DS files, or whatever files you exported the model in from another program, and then export them as CMP etc.
