In 3ds max 2010, after you've installed the kit from link above, open your model. Your menu should have "Havok Content Tools". Open it, go to export menu.
Set your screen up like this.
Then click Run Configuration. It should create a new file (same place as your current save location).
Interestingly enough, elemental seems to have no problem reading a straight up hkx file. But if you necessarily want to, you can just change the file ending to hkb.
Wow, I feel stupid now. I always assumed it would create it somewhere else. So I looked literally pretty much everywhere else without once thinking to look there
Sadly, however, that doesn't end my problems. Now that I have the hkx, I can't get it to show up in game. How did you do it? I put my model in the Elemental/Gfx/HKB/props folder, then used the tile editor to create a tile with one object in it, opened the xml for that tile and replaced the object with my model, and then used the map editor to quickly find that tile and place it on a map. Either my model is so messed up orientation/size-wise that it is "underground" or too small to see, or I did something wrong.
Also, thanks a ton