Hi Matt
Welcome aboard
As Dave mentions there are advantages in both FSDS and Gmax
FSDS is payware, easier to learn but not so capable as a general modelling tool but good enough for all we need as RP DM and DP models show
3DS Max is very expensive but a very good general modelling tool. Much harder to use it is very capable once gotten to grips with and used by DG. It needs extras added to it to make it FS compatable
A lot use Gmax...........a cut down version of 3DS. Again harder to learn and needing setting up it is a very capable modelling tool, You can find it free on FS9 Disc one but you willl need to go to Turbo Squid site to register it free.........so you may as well download it from there.
Then as Dave says, go for a tutorial but don't try too hard at first. Consentrate on making a simple shape and get that flying in FS then buid up from that.
There are no quick answers and it will be a frustration at times, but stick with it

and the satisfaction will be well worth the effort

.
Garry