Mleo is right, the trouble happens when the vertexes in a model or object in a model are not welded.
P81 always forgot to do so, so almost any of his models (i think the excelsior pack uses a p81 model) do have damaging issues.
See, this is not a n00b error (i would hardly define Rick as a n00b), but it affects experienced modellers too.
When you export a model as .3ds from a newer max to get it at max 3, the faces are separated into the mesh along the smoothing groups, because .3ds does not support smoothing groups, so, when imported again at max 3, the file is all sliced into parts.
The 2 sided that the vox file shows are another issue that may cause errors when damaging.
Basically it means one of the faces in the model can be see by it`s backface, which is rendered cull. This makes the game unable to calculate the exact volume of the object and then damage it.
Last thing that can cause damage errors are overlapping faces and opposing faces with no width along them.
Only way to fix those is to actually open the model and fix it, and sometimes do a remodelling.
Can't tell it`s something any of us would likely to do, and would require a good deal of work, specially if done at milkshape.
As for the n00b bible, i wish i had time to write it like Mleo did with the BSODs but life is not that nice ATM and i havn`t it.