For 3DO files (weapons) you need 3D Object Converter (it can import and export back), you can get it on google.
For 3DC files, there's an import-only script for 3d-studio you can read about here:
Code:
http://forum.xentax.com/viewtopic.php?f=29&t=3739
For armors (3DC), you need to import each part of a full armor piece by piece, then when is all together, you need to rotate them (and scale if needed), don't apply any UVV map to them, the DDS textures from the game will fit them already. Just set them as normal material inside 3d studio.
You can use the same texture as a bump material. And when rendering, check 2-sided render for a better look.