Difficult software that apparently doesn't have an import/export ability.
Here are just some of the import/export formats that Blender is "bundled" with:
3D Studio, AC3D, COLLADA, FBX Export, DXF, Wavefront OBJ, DEC Object File Format, DirectX, Lightwave, MD2, Motion Capture, Nendo, OpenFlight, PLY, Pro Engineer, Radiosity, Raw Triangle, Softimage, STL, TrueSpace, VideoScape, VRML, VRML97, X3D Extensible 3D, xfig export
There are more available with third party scripts, including Wings3d import, etc.
It actually has more import/export support than most other 3d apps, including the commercial ones. If the format you prefer isn't supported, there are apps that can convert between that format and one Blender can handle.