Thanks for the replies chaps.
JWatte - thanks for the info - I suspected as much. I might have a go at writing some code to generate the animated models myself, or just rig them manually.
Proxy - Yes - I can load models directly from milkshape files, including the skeleton, and all animation data.
The code I use (which was written in-house) to load from milkshape files creates a custom type of model, which is integral to our Anarchy engine (the model is not a standard XNA model).
I will have to discuss with the other members of my team before releasing sourcecode tho - our 3D engine is quite powerful and we have some commercial angles in the pipeline regarding it. I could probably give you the milkshape loader code, but it would be useless to you without some significant re-working. To give you a "working" system I would have to also provide you with a lot of the other components from our engine ( our model class and all supporting classes and structures, plus our animation system).
I'll get back to you.
http://www.darkomengames.co.uk