When I am exporting my models their's sanity checks always failed! What does it mean, game will not understand my models?

It means the exporter is much more intolerable than the game, mine always fails but the model works nice in the game.

You shouldn't just ignore sanity error's. You can find out what the error is by finding the sanitycheck log which will be in \Scripts\NWmax\sanity within gmax or 3ds.

If your using nwmax 8 you will always get a sanity check error about all the vertices not being welded. With KotOR we can ignor or turn off this sanity check, but a simpler solution is to intall nwmax 7.