Convert rbxmx to fbx

Download and install the latest version of Filestar.
Right click on one or more Rbxmx file(s) on your desktop and select Convert with Filestar.
Type convert to fbx in the search box.
Press Convert.

What is the difference between .rbxmx and .fbx?

Name: Roblox XML Model; Filmbox
Extension: .rbxmx; .fbx
Format: Text
Category: 3D Model; 3D
Developer: Kaydara
Description: FBX, FilmBox, is a popular 3D file format that was originally developed by Kaydara for MotionBuilder. It was acquired by Autodesk Inc in 2006 and is now one of the main 3D exchange formats as used by many 3D tools.
MIME Type: application/vnd.autodesk.fbx
Sample: sample.fbx
Wikipedia: .fbx on Wikipedia