I've used the export $$m now, but the resulting mdl has still only one skin.

What sort of screenshot do you want?
When I opened the export options?
Or, with the two texture buttons?
...?

http://www.puppenheim.org/
http://www.wuerfels-welt.de
Old Game Tutorial: http://www.puppenheim.org/MITutorial.zip
Free Game Editor: http://puppenheim.org/AlienalsWeihnachtsmann.zip
http://www.puppenheim.org/blender_starting_main_settings.txt