The easiest and most stable way I know of is Google Sketchup. If you have Sketch, you can download a plug in here....
http://rhin.crai.archi.fr/RubyLibraryDepot/plugin_details.php?id=571
You put in parameters for length, thickness, and plushness.
To make fur with obj files, it depends on what program you use. Most programs for obj files, you will have to manually make each fur strand editing the frame, as I haven't found a stable plug in to use.
3ds does have some plug ins and if you have 3dstudio, you can make fur within the the dialogs for the program. But you would have to search google, and find a stable plug in. I haven't found any, but I rarely use 3ds.
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