ive seen those errors before because of skinning settings were unchecked by default in actor x. i was using dummies instead of bones and there's some option for unreferenced dummies.. something weird like that. one question tho, are u using ActorX to export Static meshes? or skeletal?
if that problem still persists, this documentation really helped me out.
http://udn.epicgames.com/Two/ActorXMaxTutorial.html