to access pro-optimizer you have to select it like "Reset XForm". Switch to the utility tab and press "Batch ProOptimizer". If that button ain't there press "More..." and select it from there. A list with the available utilities will pop up. After clicking "Batch Optimization" a new window opens and your scene will be saved. The new window contains 3 tabs. the first is about what to convert (selection will be fine in most cases). The second one is more important. There you can set the different optmization levels, protect the borders (geometry) of the mesh and keep both the uv boundaries and the texture intact.
Symmetrie ain't needed in your case. Keep normals and prevent them from flipping is important too. Within the last tab you choose where your scenes will be saved and if they should be exported throughout the process. Keeping them as max files would be the best way to go to merge them easily later.
this process is needed because you have to reduce the models from new vegas because their tris count is way too dense for the electron engine. so if you are importing an armor check the tris count with the help of the statistics of your viewport and compare it with the stickied thread here.
Which "3 models" ? We edited only one imported model...
the high detail model and the 2 lod models. every engine uses mostly 3 stages of a model in their runtime. the high detail model (which is your model after import) will be displayed if the camera is right in their face. if the camera scrolls further away the model will be replaced with the first lod model, called _L01. this model contains fewer tris because you don't need this much details from distance.
Now if your camera scrolls even further away the last stage _L02 replaces the _L01 which is only 1/3 of the density of your high detailed model. Those lod models are very imprtant to unload nwn2, else an engine crash ain't avoidable.
How? Please screenshot or description of what to push 
to collapse the stack simply richt click the modifier on top and choose "collapse to". to reset the pivot to the world's origin click the hierarchy tab (as you did to reset the pivot to the object's center), select to "affect pivot only" and press W to access the "select and move" transformation. Now if you look in the bottom row right beneath the keyframe bar there are the world's absolute coordinates. this has to be set to 0,0,0.
How to put that "skin modifier"? And as I understand, we've hided our
Custom Layer after scaling and fitting to head... haven't we?
to put a modifier you have to select the modify tab. right beneath your object's name is dropdown list with all the modifiers. click it and select "skin". afterwards follow the part about skinning your model.
after placing and editing your high detail model you have to create your lod models. after creating your lod models it's better to hide the _L01 und _L02 models to concentrate on the skinning of the high detail model. as descibed in the tutorial you should not hide the whole custom mesh layer but the lod models individually. you never hide the whole custom mesh layer

while skinning you should hide the nwn2 model layer too. this way you viewport displayes only the whole skeletong layer with the skeleton and all the dummies and your high detailed model. after finishing the weighting of the high detail model you are hiding this one individually and unhide the _L01 model. collapse the stack, put a skin modifier on top and repeat all the steps to weight the vertices. the same goes for the _L02 model too.
pressing W selects the move transformation, E the rotating transformation and R scales your model. you should also know about relative coordinates and absolute world coordinates. i have assumed this knowledge to follow this tutorial as it ain't an introduction to 3dsmax

converting models isn't for beginners. you need knowledge of more than the basics because you are about to enter the battlefields of modeling, uv mapping and skinning.