you can't open an mdl file in maya
you need the plugin for it

i never got the plugin so i can't help you there

also, you can't do anything with an mdl file, you can only see it in the model viewer in steam... you need to get yourself mdldecompiler from cannon fodder. it will split the mdl file into its required smd files which you can import into mod tool or maya with a plug in

as for xsi, there's nothing really wrong with it. you just have to change a few settings, like the mouse... change it so it works the same way as maya, and there is another thing you should change too... i can't remember which though

sadly, since its ModTool you can't play with the short cut keys, which means you can't change the changing from one view port to all four to ctrl+space (because space is the hotkey for the select tool, so ctrl+space works best for switching views)

there are a few free tutorials from noesis as well... you should check them out

also, if you want to change a file from xsi to maya you just export using crosswalk. download crosswalk, it'll add itself to maya as a plugin

one thing to note though... maya and xsi don't use the same axis. in xsi (and max) the z axis is up and y axis is forward. maya does it correctly though. so when you import a file the model will be pointing the wrong way.

also, xsi is easy to use. the only thing i couldn't grasp was switching between applications cuz the hotkeys are a little different

if i were you, i'd get the trial of xsi 7, because then you can get yourself the free digital tutors artist guide to xsi 7, which is really helpful.