I am new to this modeling stuff, but I have a made a model and want to export it msh.

Unfortunately, I am trying to use RepSharpshooters MeshEx tool, but I cannot no figure out how to change the parent of all the parts of the model to a null.

go to model>get>null and drag and drop all of your objects under the null. (you must change a window to "XSI Explorer" to do this)

Thanks, but I don't think it will work anyway. I can change the parent, but I don't understand the tutorials on here about texturing or UV-mapping, and I don't understand the MeshEx tutorial either.

I don't know what to do, except try to figure out some of that stuff.

Use the explorer with '8' on the keyboard and set it to objects only at the top to better see things and drag and drop your objects from the existing parent to the new object.