I know that this isn't the right place for this question but however who can tell me how can i create .x file using 3Ds Max?
Or if i can't ,then can i convert from any file to .x?
3ds max doesn't support .x file because its an older file type. I'm pretty sure people write there own code to load model files anyway. I think the model files are just a bunch of text that contain information about how to build the build the model.
You can actually write .X files with notepad but I doubt you want too code models by hand...you can als export in text format and create an algorithm to load up the model... .X files can be written in text format or binary format, the layout of them is really simple.
I don't use 3ds max, i use gmax which is almost the same.