My animation doesn't get exported ?

Only mesh rotation,scale and translation is supported in .X files. These are used to transform bones if your using skinning etc. The problem is that .X format isn't suitable for morphing/tweening in its present form. You could always export each key frame and write some code to tween between the positions. I may look at producing a technique where each key frame could be exported as a .X frame with a frame number, however, mview and others wouldn't be able to load it I suspect. There is a dolphin example in the sdk that does this using vertex shaders I believe.