1. In explorer find the place where your fbx file is (where you dragged it). Delete that one and the one with the ending .mdl
2. When you are at export there is a part "Export FBX". There you can select whether to export Selected Object or not
A bit off topic: I tested with at Blender character with 500.000 polys my self. No problem.
So I guess the number of polys was not the problem.