No, no. I'm not saying you have to. The problem is Milkshape isn't that advanced and sometimes if it can calculated the correct placement of vertices it will just weld them anywhere when it tries to convert it. Thats why it has always been a personal rule of mine to tri before I export. YOu can still texture it in Quads. 3d max should be able to quad and tri the entire model any time you want. I know I texture in quads too. But I would suggest you finish the texture then tri it, then import it into milkshape.
![[Image: 10850177_10205604867344576_7293107891114...g~original]](http://smg.photobucket.com/user/zeonace/media/10850177_10205604867344576_7293107891114358006_n_zpsd54fa9cd.png.html)