Hey Dude
Dark GDK does not support those formats. It says that it does support 3ds files, but even that is not really true. There are many forum posts about this. The best and safest way to load 3d objects is to load them as .X files. I often download 3d objects, and then I convert them into .X files.
3d studio max has a plugin called Panda somthing, it allows you too export to .X format. I have asked this same question before
http://forum.thegamecreators.com/?m=forum_view&t=124888&b=22
Now, there is another thing you can download for free, I can't remeber where I found it. It think the one part is
http://www.mvps.org/vbdx/downloads/files/winconvx.zip
This is a command line thing that allowes you to convert .3ds to .X
Someone made a gui version of it that works when it is in the same DIR as that exe:
http://francis.dupont.free.fr/coindev/conv3ds.exe
It might be the other way around, anyway, download both and put them in the sam dir and then open the one called winconvx
I use this cause its free. It only converst .3ds to .X
otherwise, try and get that panda thing for 3d studio max