I just did my first export/import to Blender, yuppie! Thanks to mlferackers actually.
Once I had a closer look at the mesh I noticed it's filled with small diamonds-like shapes, I suppose they are meant to be bones in MH. But since I will add my own Armature (skeleton) in Blender I figure I should remove these shapes. They are a lot though.
Obviously the ideal thing would be if there was a way to export the mesh w/out these bones.
JDL