You will need Ventilators' plugin.
You can find the plugin and a tutorial here...http://machinimist.googlepages.com/. I copied this address from ventilators sig.
There are several blender threads going on in the different tools sections of 3dgs forums.

One thing I do not think anyone has pointed out is that the most efficient way to get models into your game is to buy them from people who specialize in making models. To make models for your games you will need to learn to model them, rig them and most important how to paint them. That is a whole lot of learning to do unless you really enjoy it.