All objects need to be converted to "Editable Mesh" before exporting.
Not sure if exporter works with Max 2010. Max 9 is ok.
I dont really know anything about cockpit editing, however----
If you just want to move a msh then do this in the *.him file.
This file defines the position and orientation of all the msh objects.
There is a good Hier.him tutorial
If you are exporting a msh the most common problem I have is texture assignments.
Look in your original msh file and check the number of materials assigned.
Ensure that the same number of materials are assigned in your new msh -- and that they are in the same order ( order error wont prevent it loading).
Ashe