You need to export it from 3D editor. Whats the SkeletalMesh's file type? And what 3D software are you using?
Also wrong section I guess?
Not wrong section,since i'm using UDK to open AVA's file like weapon file(.upk),also i use upk extractor to extract upk file,and i found some file call SkeletalMesh,but UDK open SkeletalMesh's file type is .psk so i don't know how to open it