The problems with generic modelling programs come when you try to export the object(s) into flightsim. the FS-X SDK has the basic tools to take an FS-X formatted x file and convert it to a direct X/ mdl file to then be processed by the scenery compiler (bglcomp). Note that gmax exports directly to an mdl file that then needs conversion.

For the beginner, FSDS makes the process slightly better (it can create the x file, the mdl file and compile it to bgl at the same time.) However, familiarity with the SDK documentation is a must!