Hi Richard,
I'm new to this program as well. I am currently making 3d models of some old Tyco train collection my grandfather gave me back in the 1970's. I have been able to use 3ds Max 7 and export as .3ds with success. You can use Sketchup 8 to export the models in .x format, but it has to be that version. I would really like learn how to animate my car and engine models, but all the tutorials I've found on this site are in German.
Good luck.