Preparing the objects takes a lot of time when you are using DXF or LWO. Lower polygon-counts are faster on the import. I also use truespace .cob-format sometimes. It imports way faster. one disadvantage of Amapi's .cob export is that it exports all the hidden parts and curves you used to create your model too. you'll have to delete those before you export or after you import. Also be sure to first ungroup everything in amapi and then set all the parts you want to export in one group before you export to .cob format, because otherwise you might get several objects merged to one wich can sometimes be irritating during texturing.

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