If it is a model from another product, and the EULA does not specifically say that licence is granted to distribute exported content for the purpose of creating new media in other mediums, then it's not legal.
I don't know what a The Movies By Lionhead is, but I will assume it's a digital dollhouse that lets you record your play time and send it to other people. If so, then fair use covers sending the video around, but not the models used to create it.