Thanks for the help. I really appreciate it.
I did export it as both of the formats you suggested. Milk didnt open the obj… I did get to some menu while importing the LWO file that I saved. Unfortuantely when I click ok the “no usable polygons found message comes up” …I must be doing something wrong…If I could just get the model in milkshape…:(

I came here after searching for it on the net. Does anyone know how to convert wings 3d models into milkshape 3d?