Out of curiousity, what do you need? Do the models you use have bones? Or is it a matter of groups, materials, different smoothing for different groups? All that type of stuff?
For those that don't know much about 3D, think about it like DXF is the plain text of notepad, but 3DS Max, Maya, and Multigen are like the rich text format of wordpad -- it allows a lot more to be stored directly into the file, formats, info, etc.