I still use the animeditor to create new skeletons wich use a new set of animations since the new xidx doesn't has this feature so the combination of animedtior and xidx is what i recommend to make new skeletons for rome, use the animeditor to create a skeleton and xidx to pack or extract them.
Anyway i think he asked how to create new animations in max not how to implement them in game, but good idea i'll try to update the tutorial and make one xidx.