Entities with FPSC entity maker, available on the site mate.
Use one of the programs djmaster mentioned, milkshape(30 trial, cheap, .x converter) Blender (Free, difficult to use, .x converter as well) 3dsmax(SO not free, but very good. For the serious modeler, .x converter)I use a Anim8or (free, easy to use but no .x converter which is why I have blender as well). You'll need a UVmapper as well and a good graphics program. I use Artweaver, brilliant free program.
Then once you chose the programs to use, go to the Search bar, type model tutorial or something.
There is no problem ON THIS EARTH!, that cannot be solved with the proper application of enough explosives.