To be fair, this question hasn't really been answered at all, as many people are having problems.
At this stage 3dsmax is the best option. There's a tutorial in the media forum dealing with this.
Uman recently got a character into FPSC using Milkshape and Fragmotion. I'm not sure where this thread is, I think it may be buried somewhere.
I've used Blender an Fragmotion with some success, but I haven't had time to test my models properly yet.
At this stage there's no set workflow for animated entities, although
static entities seem to work using Blender, Max, Milkshape and Fragmotion with no problems.
I would recommend Milkshape and Fragmotion if you're new.
In short, there's still a way to go with this, so be patient.
instinct is more valuable than intelligence.....