What I did when I had 3d actor issues is just to make a basic sphere in 3DS max and export that as the .X and as the main actor in WME. If it works, then its an issue with the character, maybe his texture. If that doesn't work, then check your Max and Pandasoft options. Doing this should help be more accurate identifying the cause of the issue. Let me know if you need any help, feel free to PM me.