Animation for my character

Hi, im creating this animation in opengl in which the character that I created in an 3d program called MilkShape. I can load the character using Milkshape but it just loads that single frame. What i would like to do is to use all frames and control it. And the code is a little more advanced then what I’ve come up with.
Any help would be appreciated thank you…

If you can load individual keyframes from the file, you should be able to come up with a linear interpolation algorithm based off of some tutorials on the net. I’d look at these:
http://www.gametutorials.com/Tutorials/OpenGL/OpenGL_Pg4.htm