Hi!
Now you can choose needed model file just in one click, without examining it in MED or in a model preview application.

I finished small add-on to view real MDL shapes in the Windows Explorer or in a standard "Open..." dialog box: 3DGS Shell Extensions.
You can view small tutorial if want see it in motion.
It is free for all members of Lion's Toys Club.
Model thumbnails are available in any Explorer window:

In "Open..." dialog ("Load Entity..." WED command, for example):

You can configure this add-on in the Control Panel: