I'm away from my computer at the minute so can't remember the exact name of the program I use. I will have a look tomorrow night for you.
I use a 3ds to obj converter, Ill get back to you on the name. Then use Softimage to convert that to xsi and then the covertxsi tool with sins to a mesh file!
Im sure there's an easier way but it works for me!
All the tools I use are listed on this forum somewhere!
Edit:
just had a quick look on the forums. It's 3D object converter. Can be downloaded here: http://soase.x90x.net/?i=xsi/Tutorials/tools.html