Okay, first you will need to get a converter.
http://forum.thegamecreators.com/?m=forum_view&t=91970&b=24
Go there and scroll down a bit, you should find it.
Once you convert your model, you will need to make an fpe file for it.
Place your model and your texture in the user folder. Then make a new text file and put this in it (edit it to match your model and stuff.):
(don't include the dashes...)
-------------------------
;header
desc = Name of your entity
;ai
aiinit = appear1.fpi
aimain = default.fpi
aidestroy = disappear1.fpi
;spawn
spawnmax = 0
spawndelay = 0
spawnqty = 0
;orientation
model = nameofyourmodel.x
offx = 0
offy = 0
offz = 0
rotx = 0
roty = 0
rotz = 0
scale = 100
defaultstatic = 1
materialindex = 4
collisionmode = 1
;visualinfo
textured = your_texture.tga/jpg/whatever
effect =
castshadow = 1
-------------------------
Rename the .txt file to an .fpe file. Open FPSC and your entity should be there.
You should name the fpe to yourmodelsname.fpe to avoid confusion with other fpe files.
If you "stop and smell the roses" sooner or later you'll inhale a bee