Milkshape 3d is a very good beginner tool, but it is also very limited. You cant multi texture with MS3D (use more than 1 texture per group, as it will only read 1 texture in that group. Open a multi-textured model in ms3d, and you will see). I dont believe ms3d supports shaders the way sins uses them being as it is a basic modeler. In any case i still use it. Even if only to convert between file formats, or to mirror components which 3dsmax screws up sometimes. It is well worth the price Mete Ciragan is asking.
Good job on the MS3D importing!

Those extra values are probably the shader references, and hardpoint locations of the model
As Darkshimmer said .3ds is the most common 3d file format, and almost every modeling program can support 3ds in some way. Obj is the 2nd most common, and like with 3ds most programs can support it. There are some differences between obj, and 3ds. Which you will see when you convert between formats.
I prefer 3ds mainly because 3dsmax is my tool of choice.
My question is can you use a "non-solid" mesh in sins (a "solid" mesh is a mesh that is completely sealed with no intersecting triangles like what is used in SFC3, and Bridge Commander)