Now, I have looked at the tutorial posted by Alinoa but their are a couple gaps in it that I'm not fully sure of; I'm mostly confused at the wording of the some of the things on there and scared that I may make a fatal flaw that kills my whole importing process.
Anyho, I wanted to convert some characters that have been converted to a program called XNAlara (convert-ception lul) starting with a character from a Team Ninja game called Kasumi, in a outfit from Ninja Gaiden 3: Razor Edge. All the meshes i have for XNAlara come with two formats, an .ascii format and a regular mesh format that look the same in model but the ascii is bigger in size compared to the regular mesh.. I use the ascii because I assume those extra MB are for something important.. right? For further help in this thread to you guys and for some future questions I may ask. Kasumi's model format and most other XNAlara models are structured like this ('m not sure if this is the same with most models but I only have XNAlara models).

I open the model within the 3D Model converter I have and the model looks like this;

Her hair is very.. sharp in the 3D Converter program and she has no eyes either; no matter, I convert the model to a .obj format and attempted to open it on Blender; model failed to load however. I then got the mesh again and converted it into a .3ds format this time around. The bones of the model are now missing and when I test render to see if the model has textures it now does this;

In conclusion i'd like to know.. How would I successfully import a model like this?
Thanks in advance community.