I was considering making a sort of how-to thread which explained EXACTLY what I did from start to finish (since most of those objects you're referring to were imported by me).
Here's what I did:
-First, download three (free) programs: Blender, Biturn, and Sketchup (regular, not Pro) from these sites (respectively)
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http://www.blender.org/download/get-blender/
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http://mirex.mypage.sk/index.php?selected=1
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http://sketchup.google.com/download/
-Second, find a 3d model online. A good 3d model should have a low polygon count, under 10,000. If the model doesn't list the polygon count, you can check it later, but this basically means that the model can't be TOO fancy (Alice just can't handle it). A good model should also NOT be in .max format, (unless you have 3D Max Software) since nothing can read it but 3D Max. I recommend NOT importing objects that require complex animation, like people, animals or robots. Good sites to try, due to wide selections and lots of free stuff:
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http://www.the3dstudio.com
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http://www.amazing3d.com/free/free.shtml
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http://artist-3d.com/index.htm
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http://sketchup.google.com/3dwarehouse/
-Third, you need to convert the model from whatever format it's in to .ase format. If the model is in .3ds or .obj format, all you need to do is use Biturn to convert it. If it's in .dae format, you need to open Blender and use the plugin I've posted below (copy it and paste it into the Blender Foundation>Blender folder under program files) to import the model into Blender. Then, export that model as a .obj model. Then, you can use Biturn to convert it to .ase format.
-Fourth, you need to make some finishing touches. Open up the .ase model file in Notepad and use Ctrl+F "name" to find all the names in the file. If there are any empty names (double quotes "" or spaces " "), replace it with a dummy name. If there are any periods in the names ("body.leg.foot" or "mesh1.cylinder1"), delete them. It shouldn't take more than 5 minutes after you've done it a few times. When that's done, make sure you have a texture file ready (if the model came with one, that is). It should be a picture in either .jpeg or .png format.
-Finally, import the .ase file into Alice, clicking Cancel for every error that may pop-up (sometimes, a bunch will pop-up, sometimes none will, it all depends). The model probably be VERY large and may have a strange axis of orientation, but that can be fixed by shrinking the object and inserting a dummy object as a pivot for the model. Import the texture map (there's a button under the textures property for the model that lets you import the texture into the same file as the model) for the model and apply it. You may need to change the colors or emissive properties of the subparts to make it look right. When that's done, save the object and pat yourself on the back, it's done!