He didn't explain the tutorial very well.
Save it again. Now open up WC3 Map Utilities. Goto "Plug-ins" and open "(3DS/OBJ) -> MDX Convertor". Now find you "<name>.3ds" file and put it in the first field. Then Goto a folder and save it as "pyraball.mdx".
He didn't say how to convert it into mdx.
May he should rewrite with some fix.