Before you said that I did. Now I am exporting a model.

Yes, but before it did not. Yes I updated Blender to the the newest version 2.69

Exept when i save with .smd or .dmx

Well, that file did not have any groups.
I put them all in 1 group and tried exporting them by clicking "Scene export" also the other one when I clicked (nameofmodel).smd

And when i save something in a group in blender, the group dosn't save with it.

1 group

I tried to export all in a group. (I always did it like that)

I just got a gta model online and resized it and set it up for a vehicle (With Armatures).

Im using version 2.68

Objects:

77 Meshes
1 Armature

Datablocks:

141 Meshes
1 Camera
2 Armatures
395 materials
82 textures
1 World
11 Images