1)I want to use a different modeling program. What formats does Milkshape import?

Milkshape will import Alias|Wavefront's OBJ, Autodesk's ASC, NewTek's Lightwave LWO, Autodesk's Autocad DXF, and discreet's 3ds MAX 3DS formats. Be warned that not all importers work correctly, or will import all aspects of a model [such as materials, separate mesh groups, NURBS/patch surfaces]. Ideally you'll want to have one mesh to import - it will save you a lot of aspirin. :) Milkshape's exporters don't work that great, either.

More to come...