When I go to export selected for an object I have created in 3ds what file extension should I save it as so that it can then be used with jmonkey engine? I may be giving you this question in a retarded simple way but I do not yet have all the terminology to piss with the big boys so bare with me.
Also, how would this work for animations?
Or do I need a plugin or app of some sort to convert them for me? I was under the impression that 3ds could export into a usable format directly?
Infact if this is a rubbish way of going about it then please feel free to point out my errors so I can focus myself in the correct area for achieving this.
Thak you 
Export from 3ds Max as a 3ds scene
Use the Binary Importer and search the forum for 3ds Max
http://www.jmonkeyengine.com/jmeforum/index.php?topic=4028.0