Why are you using the old, fugly version of Blender?
Ugh. Use blender 2.62. Lunar will soon post a tutorial how to get the animations from 2.6x to 2.49. You can just open a .blend done with the new blender in the old blender and everything except anims will be there. So don't use the crappy old one and wait a week for the tutorial...EDIT: Ugh, forgot the most importan part. The model looks cool
You may also realize that 2.6 does not export to .dts properly, which is why it is wise to model in 2.6 and export with 2.49
This cant be yor first model in blender. Its too good.