@Mouss38
Speaking of 3DS format as well here... I've not been able to import or export any animations through MilkShape3D in this format... I did however though, figure out how to use the DirectX 7 model format though and it works pretty dam good! You could also consider this format as an alternative to what your doing, As I believe I did see a few exporters for MD3 to X conversion. This is however just a sugestion though!!!