Hi Tigermoth,
a .mqo file with
seperated objects can not be generated automatically from the .x file.

The object information is lost and nowhere present in the exported file.
If you want seperated objects, you need to cut them manually:
1) choose "selsect", then "select joined faces",
2) select continous faces from one object,
3) refine your selection with normal select,
4) Menu: "move selected to new object".
That's it, regards,
Frank