Export for models is probably coming with beta 0.5. I've got an exporter working now...
I'm using the COLLADA-format (*.dae) which is pretty much complete in respect that it can contain every single byte of data we need for SH. I've made succesful imports/exports in Max (after importing a model from my exporter) without loss of the data we need (this includes multiple uv-sets).
Import will be still for a later release, so don't get your hopes up
