You can get the D3DMesh using TVInternalObjects class and then use its save function:
Microsoft.DirectX.Direct3D.Mesh myD3DMesh = new Microsoft.DirectX.Direct3D.Mesh(TVIinternal.GetD3DMesh(my_mesh_id));
myD3DMesh.Save(...)
I am not sure how to use D3DXMesh.Save though but you can google something for sure.
[EDIT]
Sorry I meant this for different topic but you can use it as well. When you get the model in DirectX format you can import it into 3d studio.