1. Import your skeleton and mesh nifs using the http://www.nexusmods.com/skyrim/mods/5622/?.
2. Create your animation.
3. Export the animation using http://software.intel.com/sites/havok/en/ using the configuration settings in http://www.nexusmods.com/skyrim/mods/15238/? tutorial except in the WriteToPlatform settings - export as tagfile XML format.
Also, make sure that the file path to your exported file is as short as possible otherwise the export will fail.
You may also need to reset the stretch and scale of some of the bones of your skeleton if the exporter complains about bones having invalid slew/scale.
4. Use http://www.nexusmods.com/skyrim/mods/1797/?tab=2&navtag=http%3A%2F%2Fwww.nexusmods.com%2Fskyrim%2Fajax%2Fmodfiles%2F%3Fid%3D1797&pUp=1 to convert the exported file to Skyrim's version of the tagfile XML format.
5. Use http://www.nexusmods.com/skyrim/mods/1797/?tab=1&navtag=http%3A%2F%2Fwww.nexusmods.com%2Fskyrim%2Fajax%2Fmoddescription%2F%3Fid%3D1797%26preview%3D&pUp=1 to convert the Skyrim version of the tagfile XML format to the Havok packed binary format, HKX.
That is the only way to produce fully functioning animations for Skyrim using 3ds Max 2012.
I added links for those that don't know about this stuff.