Well, I got myself UU3D 2.15 and it is able to save, BUT, I can't open MSH files, I downloaded the plugin from their site but it doesn't appear on the supported formats list while browsing and using *.* gives me the unsupported format error, am I doing something wrong?

The version you have is old and probably requires a much older version of the plugin. Unwrap 3d is up to version 3.0 now. Brad used to distribute *.dll plugins but then he changed them to *.dlx. I don't remember which version it was exactly when he made these changes though but you'll likely need the *.dll version of the SWBF msh plugin. You can get the latest version of Ultimate Unwrap 3D (SE) for $49.95 and it is well worth it, this program is probably in my top 5 most used.

EDIT
Here's the older *.dll version of the SWBF msh plugin to try:
http://www.mediafire.com/?g8l26eh951ay6mv

Thanks... well, it doesn't work either and I don't have that much money for the latest version -.-