Hi Tim,
please have a look in here:
viewtopic.php?f=2&t=1437&p=4743
The last post is giving a tip for a different exporter. Did you try with an easy object? Maybe you just had too many faces and points within your object which cannot be handled by DirectX.
Do you have a chance to export it to 3Ds first? This would be as well another way.
Markus