I have the same problem. I'll explain it with an example using a model from lite-c tutorial.
If I load the mdl file as an entity in wed, the model is not affected by the dynamic pink light.


Result with sun_light=0 :

Result with sun, (sun 0,0,0, ambient 0,0,0) :

By the other hand, if I import the model file, then, it is affected by the dynamic pink light, and sunlight is not a problem.


Result:
[img]http://img515.imageshack.us/img515/7153/mdlbq4.jpg[/img]
Well, if i work with models from 3dmax, i have to load them as entities, and they are not affected by the dynamic lights. If i import the mdl files, the models are affected by the dynamic lights, but their textures are wrong, and sometimes the map can“t be compiled.