^ Wrong, you don't NEED to use anim8or. 3DS Max works a lot better and allows you to use .png's, alpha's, and environment maps which anim8or won't allow.
You can also run it through anim8or (which is free) but 3DS Max will do a better job.
I'd suggest learning to use 3DS Max if you have it. It's a lot better for 3D modeling for NL. Sketchup tends to exhibit tons of unused polygons (i.e. double sided faces where they're not needed) which will cause framerates to plummet for anyone who's not using the latest graphics hardware. Anim8or can also do a decent job for creating 3ds's for NL but not only does it lack the material/texture options, it also tends to have ugly problems with smooth shading.
I might be wrong on the sketchup polys though, but so many people these days are using it and at the same time numerous 3D objects these days are very unoptimized and cause huge framerate drops. All the wasted polys can go to better 3D object detail or to water reflections, etc.