Get hold of gamespace light, it's free and good for making objects for beginners. The only problem with it is that you can't exceed 650 polygons in a model and if you texture it in GSLight it will be watermarked.
As for wings 3d, I don't have that but, search through the file formats in the save dialog box, otherwise there should be an export feature in the File drop down menu.
The best way to learn 3d modelling, I found, was to start with the primatives and fiddle around with any of the tools in the program. If you ever do something in the program you can't seem to undo, you can always uninstall the software and re-install it again.
If you email me, I could probably make some simple models for you.
Anyway, good luck.
If I were you and you were me, then you'd be yourself 'cos you are me and I am you.