gmax .obj export to xsi .obj import - problem

OK, i model in gmax, and i want to port my model from gmax to hl2, and the only way to do so (without buying something, im pretty cheap) seems to be through XSI. so i have a gmax .obj exporter script. i run it for my model, and generate an obj file. when i go to import->obj file in XSI, and select it, and press import, nothing happens. my model doesnt show up in any of the views in XSI.

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