So, you're trying to make a sphere... and then compile it into a .mdl file... Milkshape, to my knowledge can export to Half-Life models... since that was the original intention of milkshape.
Here is a useless idea.
If you want a high polygon sphere I'd imagine that you should use
blender and make a mesh UVSphere in that, then export it to like 3D Studio or something that milkshape can import. Import it into milkshape and compile it as a .mdl file... And then you should have a very high polygon count sphere.
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