With the mesh now exported as an obj, you can save your work (remember, save copy as) and close down 3ds max 9. The rest of the work involved will be done in milkshape.
Open milkshape. Click file -> import, and click the option wavefront OBJ. Select the file you have just exported from 3ds max. Hopefully the model will open with all of its groups, texture mappings etc intact as it should be. Remember to re-orientate your model accordingly (for example, i had to rotate the model after i selected everything [control + A] along the x axis, 3 times by 90 degrees [or once, -90 degrees], whichever strikes your fancy).
Once you rotate the model, you should make sure it is centered correctly. With the model selected, click the move button. In the dropdown, change the option from relative to absolute, and hit move. This should ideally ensure your model is centered correctly.
Open the textures you have applied to the mesh. Click on the materials tab, and you should see the names of the textures you used. Check the next screenshot explaining what to do next:
Make sure your model is scaled/sized as you wish it to be before you prepare it to export the cmp. Once you do that, and are happy with everything and just want to get on with exporting the mesh as a cmp, you need to do the following.
Due to the cmp exporter being kinda broken, the scale down option
doesnt work. The way ive learned to negate this is by scaling the model uniformly along the origin by 92 along all 3 axes. In order for you to do this, press control + a, selecting your entire mesh. Click the scale option, and for all 3 axes, change the value from 0.0 to 92, and change the checkbox option from center of mass to origin, and hit scale.
Remember you did all that group splitting up in 3ds max? Well, nows when it becomes important. Grab a paper and pen, and get ready to do some counting and jotting down numbers.
Click the option called groups, and in there you should see a list of all the groups you have. Remember, in the end before you exported the mesh in 3ds max, i had a grand total of 15 different mesh groups. So you KNOW that youll have 15 meshes in total, but the number of sub groups per mesh will vary. Go through the list from top to bottom, jotting down how many groups are per mesh.
Going by my example, this is how i count them:
As you can see, there are 15 total groups, but the number of SUBGROUPS varies per mesh. (the reason there is mostly 1 for all of the meshes is because i never really textured the model completely. Had i done so, id have a different value than 1 for all the mesh groups, something like the mesh called center_behind, which has 3 subgroups. Now that you know how many sub groups there are, you can prepare to export the cmp.
Click on file, export, export as cmp. This will open a new window. Click the new button, to make a new cmp, give it a unique name, and click okay. Click on the back to front orientation. Where it says number of groups, change that to the number your model has (in my case, 15, so i change it accordingly). In each of the group quantities, you change the values to however many sub groups are per mesh. I will show this in the screenshot below.