Hi Diaf,
Ok so their are 3 main things for bringing in a model.
1) You MUST export as a .X
2) You NEED to have a geometry file.
3) You must use the LoadActor3D() method to load your 3D characters and not the LoadActor() method which is used for 2D characters.
If you have done this and still have problems, then it could be a number of different things that is causing the problems.
1) Faulty Geometry file.
2) Faulty character textures (I know it sounds wierd but it has happened in the past).
3) Faulty character Geometry.
Hope this helps.
You'll figure out the problem eventually and probably laugh at the simplicity of the solution.
Cheers
Myles Blasonato.