I just found a way to export .x files in Blender 2.59 (It doesn't seem to show up):
Open the python console by right clicking on the bottom border of the 3D view and selecting split areas. Set the new area to the python console in the tool bar at the bottom.
and then the option seems to appear in the export menu under file. I don't know if it works though (you can export the file but I don't know if its actually a valid x file), there's probably a reason why you have to manually load it.
Hope it helps!