I think that your problem is that you're not exporting XMLs. If you can open the file with the OgreMax Viewer, you're probably just exporting the binary version of the file. Go to OgreMax's scene settings and click on "Export XML".
To answer your PM, most rigged models work fine. When they don't, I usually complain here (I have found Derek, the creator of OgreMax, to be less than helpful). Hope this solves your problem.