Never was good at tutorials. But a certain someone has been bugging me and so I figured I would post some basic instructions.
You'll need 3ds Max with Kam's Scripts, Zmodeler 1.07b, and TXD Workshop. There's more than one way to do this, and you don't really need Zmodeler, but since it is my program of choice that is what I'll be using. Click for full size.
This article covers the very basics of converting. I recommend using it in conjunction with other tutorials.
First, here's what we'll be modifying. The person in question wanted it to replace the Cabbie in GTA 3. Note that I already modified the txd, I don't have the original anymore.
http://www.mediafire.com/?duj3p9zny28yz2e
Step one is to convert it in a little program called "Z2G".
http://upload.tjbp.net/z2g.zipThe file created will be the one we'll be converting. We'll import it, select all the parts, and export it as a III dff (VC users, export it as a VC dff).

The next step is changing the txd to a GTA 3 one and decompressing + extracting the textures.

We'll open up two Zmodeler windows - one for the car we'll be replacing, and one for the SA vehicle. Now we'll clean up the hierarchy a bit.

The final product is never what you had in mind

. But you can add transparency by making a new texture with low opacity and applying it to the windows. This model still needs a lot of work, but that's something the person who requested it can do.
Short and sweet, probably not all that helpful. But with a little luck it will stop some useless topics from being created in the modding forums, and if that happens then I consider it a success.
This stuff takes a long time, mind you. I spent almost 4 hours on just these little changes and writing this tutorial. I ahould have been studying, but modding is more important, eh?