Check out the textures. Your models are handeled as transparent if the textures are 32bit, which causes sorting problems. You can weather change your texture format or set the PASS_SOLID flag for your material.

Lite-C Tut. 1 Lite-C Tut. 2 Lite-C Tut. 3 (en)
Shader Tutorial (ger)

http://www.slindev.com