I didn't make it!
Alright, so I cannot get ANYTHING to export in gmax. I even tried just importing the basic pistol, linking the bullethook, muzzlehook, and the rest of the gun to the aurora base (w_blastpstl_01) or whatever, and then exporting it. I got the sanity check which I didn't get before I linked, but when I press yes to continue exporting no new file is made in my output folder. I already checked to make sure the directory was correct. Please help. (Also if you have gotten a .mdl to milkshape somehow, PLEASE SHARE)