You may use any program able to create or export 3D models at OBJ, DAE/Collada or 3DS format. Among the free programs, start with Art of Illusion if you never used any 3D modeling program, because it's quite easy to learn and use. Blender is also a very popular program supported by a large community, but it's much more difficult to learn. Both programs are able to export at OBJ format and run under Windows, Mac OS X and Linux.