Alright, I think I can help you with all your problems.

Well first of all, you need to download the renegade tools and gmax.
Heres the links you need to download them:
Renegade Tools:
ftp://ftp.westwood.com/pub/renegade/tools/RenegadeToolsInstaller2.exe
-AND-
gmax:
ftp://ftp1.discreet.com/web/products/gmax/gmax12.exe
These downloads inculde RenX, which is a uniquely modified gamepack for gmax used to make 3d stuff for C&C Renegade and the
exporter for .w3d files 
, Renegade Editor that is used to maps for C&C Renegade, W3d Viewer which is used for adding unique animations to .w3d files, and finally gmax - a 3d program that uses gamepacks to enchance itself (new functions, etc.)
After you got them downloaded, install them :sleep: . (It's important that you install gmax first or else installation for RenX will go wrong

) When installation is finsihed you need to download another file,
http://www.fileplanet.com/dl.aspx?/p...es/w3dgmax.zip
This is your .w3d file importer
Ok now that thats done, heres the basics:
If your going to use 3ds max then you just save it as .3ds or .prj like you would any other file. Then you open gmax and go to File->Import, next you search for your file and click Open. Your 3d file opens. Then once it's loaded, you then go to File->Export. Save the file as .w3d and save it somewhere you can find it. Press Save. A dialog menu will popup a list of options for the format you want to save in. If its animated at ALL, save it as Hierarchical Animated Model, otherwise if its NOT, save it as Hierarchical Model. When you save it as Hierarchical Animated Model its a good idea to have the Smooth Vertex Normals Across Messes box checked and the frames to be selected according to what frames you have animating in your 3d file. If you save as a Hierarchical Model its a good idea to have the Smooth Vertex Normals Across Messes box checked as well when you have animated models.
Ok, that part's done so now the blue sphere...
Well, I'm not absolutly sure I get what your saying but, take a blue sphere and diffuse it into the surroundings... won't i get blue surroundings? Oh wait, do you mean the blue button with the arrow? If so, I might know but your description is a bit confusing... try telling me again but this time be more thorough.
Ok, last question.
You can't, there isn't any kind of pen tool that I know about that you can use. But your best bet is to use the line tool found in the toolbar on the create panel in the splines section.
I hope this helps.
"Death will call us someday and when we all die, but when that day comes, I know one thing. I'm gonna have CALLER ID!!!" - ME