Thanks for the advice, but unfortunately I get the same error with MS Paint, even if I change the file extension to a .BMP.
I've seen Alpha Five software mentioned on sites with information about the file type, but I don't know how to acquire anything of theirs that could be used to view these BMX files.
Interesting. I recently found out that the .BMX file I was trying to open was originally taken from an unnamed THQ game, so that may be something of note. Which variety of CAD file are you referring to?
EDIT: While I initially didn't think much of it, I now believe it's worth mentioning that the .BMX file I'm attempting to open was in an archive with several other files bearing the .BDF extension. I haven't found any relevant information about said extension so far, but I still think it could be a context clue if nothing else.