Yeah, that's an LOD problem, where you've left groups named "box01" or "regroup02", and Milkshape perceives this as LOD numbers when you export, leading to strange display issues like this. You can fix this by making sure all the groups have either a 0 on the end of their name, or no numbers at all (the exporter will default to 0 anyway).
Also, I noticed you're using 6-stack cylinders, change the stack number to 1 if you're using a straight, clean cylinder (Like gun barrels).