Thanks all.
I have now found out why my blender models were exporting badly, you have to "Join" each of the meshes for them to take on the new dimensions given. I do this by first grouping them then selecting the group and then hitting alt J to join them, they then export fine

I have also been given a resource for blender:
http://en.wikibooks.org/wiki/Blender_3D:_Noob_to_ProI have not used it yet, but it has got to be better then nothing :

I will be dropping GMax, I prefer it's UI, but it's export to .x is even worse then blenders (it's not meant to any way, you have to bolt some stuff on to do it). So I guess I am a blender convert, I just have to learn how to use it.
bcronje,
Thanks for that, glad it's not just me

I will get the October release.