i used MWmax to create my own model for a lightsaber hilt. i followed the guide that came with it and was doing good. i finished linking the new hilt to the old hilt's parent (the "Dummy 01" thing) but after that, when i tried to export, nothing happens. it says in the guide that there should be an ascii.mdl file when i export, but nothing is even exported. there is no warning message also. can anyone help?

Seems you have same problem like bloodgrave. Read this thread http://www.lucasforums.com/showthread.php?t=168052) . Hope it helps you.
(launch gmax using that green icon from desktop)

The ascii-mdl might be overwriting the binary model file. The reason is unless you manually tell gmax what the file name and directory are it will likely default to writing too the same directory as import except it will overwrite the binary mdl file's name without prompting you that it is going to overwrite.