About Collada and Direct3D .X

I know this has been asked for millions of times.
How do you convert a dae file into .x format to be used in Direct3D?
I read a couple of threads at random and found out that not so many people in this group was trying to export any max models into .X format!
Just seems to me… by the way, are .x files intrinsic to this exporter?
Thanks
Jack