No, it's not illegal. What you need to figure out is what filetypes you need for the half-life models, and find a convertor for that. This is more a question for the half-life mod forums really. Anim8or can export different formats such as .obj, .3ds, and there are plugins for things such as .x or other formats. You will not be able to export Anim8or animation, if you're trying to animate a figure you have to use another program such as milkshape 3D.
Do some internet searches though on the half-life side, as you'll most likely get more information there, then come back and let us know what formats you can use, etc.
Good luck!