Not all the models needs to be exported as cal3d! Just animated one!
3dsmax has a quite proper exporter, written in maxscript by Talad which follows pretty well what PS needs to have for the models.
For Blender you should use the exporter for CS.
I heard rumours for which a lot of people is encountering problems with the "new" guide for MSVC. Even though the content shouldnt' have changed so much, you might have some troubles. If you do, you can still spot the old layout-content guide or you can send me an email since I have been using MSVC for about 2 years in PS context and I have been updating and maintaining for more than 10 months the "old layout" guides.
You won't get the cal3d files automatically working in PS. It depends on what you have to do. Anyway, it is good to test their functionality with a software called viewmesh which is built once you build CS.