Blender,3D Canvas pro,Milkshape,etc.Deep Exploration will do it but unless you have some bucks it's out of the average person's price range.Ultimate UV Unwrap will do it too.But if you want a really good model converter get ECS Pro.It's only $5.00 U.S. and it works great.It will turn 3ds and some other formats into .x format models. There is a thread about where to get it on this forums.
Speaking of forums,you might want to try using the search feature to find more answers to your questions.Most of the people who post here are more knowledgable than I.I think there's a thread on this forum or in FPSC Models and Media which gives detailed information about modeling,etc.
Not changing this sig until I get rich