Putting selfmade weapons Ingame

Hi,

Ill start of with saying that i use 3dmax to create 3d objects,
my only problem is, i wouldnt know how to put those ingame.
And ive been searching for info for some months now, maybe
someone here can help me

Do i have to save it as some sort of file? and than copy it into the pt files?
Is 3dmax just not good enuff?

I hope someone could help me, you wouldnt know my joy if some knows.

Add me on msn if needed, Nick_lulofs@hotmail.com

Greetz,

Nick