Blender already has a good OBJ im- and exporter. Its called "Wavefront (.obj)".
However, you can install scripts by putting them in the "scripts" folder. When you "installed" the ZIP package of Blender, like i do, the folder is like "C:\blender\.blender\scripts" - if you unzipped to "C:\blender". Otherwise im not sure where the folder goes. Just may search your harddrive for "export_obj.py" or "3ds_export.py" to find out!
Another important thing is that you have Python installed for the most scripts to work, the Python version must match the version that Blender is compiled with (the Python version is shown on the download page for Blender. Currently this is 2.6 for Blender 2.49!
Grab it here: http://python.org/download/
Choose the "Python 2.6.2 Windows installer"
Just install it, restart Blender and it works!
Btw. im currently working on a DBO exporter for Blender, i'll post it here when its working.
Aaaand this is my first post here, so Hi @ all