Well, you have to download NWMax from here (
http://nwmax.dladventures.com/download/NWmax-3ds6-v0_7setup.exe), install it in the same folder as NWMax (it auto-detects it, I think) and you should be able to import models after that.
To import, you must go to the MDL Options (May be wrong) branch in NWMax, select Import Geom Only, then select Browse to find your .mdl file. When you find it, click import. That should do it!;)
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