Hi,
It depends on what modeling software you use. If you use 3ds max, I can help you. John Watte made a .X exporter called the kw x port. This exporter lets you define the different animations. Indeed, When you are in Max, make all your animations in one : for example, your model fires from keyframe 1 to 10, then he walks from 10 to 30, etc. When you export to .X with the kw x port, you add as many animations as you have. Then, you give them names (firing, walking, idle, ...). After that, you tell from which keyframe to which other keyframe the animations last. I also had the same problem (
http://forums.xna.com/forums/t/28761.aspx)
I hope it helps you ;)
Here is a link to the exporter :
http://kwxport.sourceforge.net/
EDIT : Sorry, I didn't see this was on the XSI forums. Well, I don't know how to that with XSI...
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