Hello and welcome to these forums To go more into depth on what you need to do it can be very easily imported into an .X file
1. either buy or download a 3d application that can export to .X or just download a 3ds to .X converter here-
Download
1a. this step is for a modeling program if you used the converter insted skip this step now for the model find in the program (I recommend buying milkshape) after that go to import-3ds then go to export-direct .X
2. Now to use the converter create a new folder some where and place the 3ds models you want to convert do not try to convet them on the desktop place the 3ds models you want converted in the folder with the converter in there and run the program after you should just continue and it will turn it into an .X file
3. download the entity maker or get MagicFPS (Highly Reccommeneded) now with entity maker fill out all that it asks you to do, but with magicFPS you can scale the model to your liking also big note to make it just scenery make it STATIC not DYNAMIC
*PLEASE NOTE THE MODEL MAY COME OUT TO SMALL OR BIG CHANGE THE SCALE FIELD IN THE ENTITY MAKER OR SCALE IT IN MAGICFPS*
Now to learn to use entity make you have to follow the tutorials with it
best regards,
TEST OF WILL