I would really appreciate if someone could point me in the direction of a W3D iport and/or export script or if someone would even be nice enough to whip one up that would be fantastic! So please if anyone has any info on this please do help. 
W3D is a proprietary format, the easiest way I found to convert a blender model is to export as a DXF, import that into Renx (Gmax required), then use that to export to W3D. If you need to preserve UVs, you will need 3DS max to make a 3DS file from an exported OBJ. Blender 3DS export doesn’t seem to be working at the moment. Similarly, to go from W3D to Blender you need a special importer that EA wrote for Renx. Going from W3D to Blender is not quite as easy, and I’ve required the use of several programs to go from an exported MD3 to OBJ for import into Blender.
[Edit] Some people in the modding community are working on cracking the format though.
Thank you,
I hope that the community has some good luck with that then!
Wahoo! I can now import and export OBJ straight from Renx!
To get W3D to Blender: Download this OBJ export script for Gmax and place it in the C:\gmax\gamepacks\Westwood\RenX\scripts\startup folder. Download this small program called GrabListener, and follow these directions up to step 3 to get an OBJ file for import into Blender, but use the MaxScript button in the utilities tab.
To get Blender to W3D: Download this OBJ import script for Gmax and place it in the C:\gmax\gamepacks\Westwood\RenX\scripts\startup folder. Export an OBJ from Blender, and use the script to import directly into RenX!