Welcome Shepard,
There are many, many programs you can use to make your own entities:
Blender
Fragmotion
Milkshape
AC3D
Google Sketchup
3D Studio Max (You better have a trust fund for this one)
and the list goes on.
Once you have your model made and UV Mapped (Google that one, I use Ultimate Unwrap 3D pro) export it to Direct X format and you can use the free tools provided by The Game Creators found on this page to make them FPSC ready:
FPS Creator Entity Maker and segment maker
http://www.thegamecreators.com/?m=view_product&id=2001&page=Files
They come with videos and I recommend watching them all.
Everyone here has been where you are so if you get stuck just ask.