you dont simply export them to mdl format
mdl files contain the model, the model's textures, and all of its animations.
you need to export the model to smd format along with some matching animations to get it to the mdl format. something that is posible in 3dsm, but something that not many here have expereince with.
since half life doesnt support weighted animation, its much simpler just to use milkshape for the whole thing.