Keep smiling, Neal! Good avatar, helps a lot...
highfade, do you mean object file type? I use the wavefront .obj format. It's one of the not too many that Unity recognises Best would be .fbx objects formats, Unity favours this special format for game design, but you need a professional 3D software to be able to export in that format.
Import is quite simple, but not straightforward:
• Place all the files for your object into ONE folder: The .obj with the object geometry - the .mtl (Material Template Library) with the UV-Map information, the texture file (jpg) and the bump map file (jpg).
• Drag and drop said folder into your Unity assets.
• In the newly created subfolder "Material" inside the new folder, assign your textures to the material.
• Open texture and bump map in the inspector and set the quality properly. Also change the tab from texture to normal map for the bump, then use the bumpiness slider to set the bump effect.
• Open the prefab in the inspector and create a collider for it, then apply the proper CF physics material.
• Drag the prefab into your screen and, most likely, change its size until it fits your scale, then rotate and place it.
• If you want more than one instance of your object, open it's folder in the Hierarchy and duplicate the g0 instance within it, then place it where you need it.
So... pretty simple, really. Gets really easy after the first few times...