Hi retardnewb17
Welcome to the world of "DBPro and Blender".
I would export DirectX .X files and load them into your engine. You can also use Save Object to convert them to .DBO files, which should load faster; particularly the large complex model files. Do not export 3DS files, they will do you little good.
If you are not using Blender 2.59, download the latest version. It ships with the latest DirectX exporter, which works very well in my opinion. I have animated game characters and have implemeted the animation with textures successfully in DBPro and DGDK. (Blender is always being improved, so check out for new updates)
This guide of mine discusses exporting DirectX files and getting to work in your engine. It talks a little about textures, bones, transitions, duplicates and shape keys.