Hello to all:
When ever I try to export a object from gmax, I get an error that reads as the following:
"Failed to find FSX sdk installation path".  I do have the FSX Deluxe sdk pack in which I have inserted into gmax\plugin folder.  Therefore, the gmax will allow for a selection of a .mdl extention.  However, the fsx sdk is not installed in the fsx game.  Could this be the reason why I get the error?  If not, can someone please give some advice as to what to do?  

Hello:
First thank you for the quick response.
Second, I performed some of your steps and do not get the installaton error anymore.
However, I am recieving other export errors as the following: "No GUID Set" and "No FreindlyName Set."
Have no clue as to what this would possibly mean?

Thank You Brett.
I have found and used the tools.  However, after exporting the object, I have recieved an "Export warinings and errors." Is this a normal action that is supose to occur?  Nonetheless, the object was created into a mdl extention. However, mdl's will not open with a tool called the mdl tweaker 2 (get invalid RIFF scenery error).  Do you or anyone else know of other methods or programs that will open the mdl files.

Update:
First, welding the vertices soved the problem with the gmax warnings.  
Second, I have discovered that the mdl tweeker2 is not compatible with FSX material.

So, the next step that I need to achieve is to insert the mdl in a xml file and then compile the xml with fsx's bgl comp tool. And I have a general idea of how to create this from the sdk tutorials.

However, in order to complete the xml file, the GUID is needed from the model.

In gmax, there is a LOD tool that will let you assign a GUID, but it dose not seem to let you know what the chararacters are.

So, How do I retrieve the GUID from the mdl file?

The FSX SDK instructs you on how to apply the GUID and Friendly name to the model via  the File Properties option in the File menu of Gmax. You need to copy the GUID from the main GUID generator which can be downloaded from Microsoft via the link provided by the SDK. You then paste the GUID onto the empty field specified by the SDK. The Friendly Name can be any name you want.

This is as much as I can remember from the last time I read the SDK. I hope this helps.

PS: The GUID code can be copied from the generator via the copy option located in the top right of the generator. The generator is a very small utility that is easy to install and doesn't take up space. It's important that you have this generator in order to acquire the GUID that is needed for FSX to understand.

Thank-You Kat., Brett, N4gix and anyone else for their involvement in the investigation to my question.  Currently, N4gix's solution to this particular question seems to produce the greatest advantage.

"What is it that you're modeling ?"

A while back, I have posted a thread. 
http://www.simviation.com/cgi-bin/yabb2/YaBB.pl?num=1194901858

As of yet, no replies were added and probably due to the complications of the matter.  Nonetheless, after browsing the net, I have found some of the answers to my questions.
So, have decided to take on the challenge and create the project myself. 

My altimate goal is to create a program that will turn on the lights at every international airport. I would like to create a similar effect that displays in the first photo of the above post that I have indicated.  I hope its possible to achieve this, don't know yet?  Anyway, as of now, I am just at the very, early stages of the task.  Also, I have very little experience with modeling, so I will need as much help as possible.

Currently, most of the international airports in FSX have light poles with lights, however, they do not turn on at night.  Maybe someone forgot to pay the electric bill?  The following FSX screen-shot is an example:


And of course, these light poles exist at night, but its to dark to see them. 
So, I have several options. 1.Add lights to the poles.  2. If, not possible, replace lights with my own modeled light poles with lights.