Hello there.
I would like to know about a good 3D program. I would like to be able to make models, items to make a game as well as to make a short movie.
As I have no idea where the right tools are I would like to get suggestions on everything.
Thanks in advance :)

Good 3D Maker program?
Fwank79
Ive been using lightwave for nearly 7 years now, and I find it well worth the value.
I haven't checked to see if the latest version can export to the X format or that even Microsoft is suporting X format anymore, but I do know that D Storm has a Lightwave plug-in for exporting to the X format.
Even though I have worked at a gaming company, I never actualy seen anything Lightwave used as game content, but I have heard of it's use!
Me, I mostly work on animation projects and Simulation work and do mostly programming at that. I have used lightwave to develop models for Open Flight simulation models for the US ARMY, but only after I used an exporter and Multigen's creater to finish them.
leonreet
If you want something free I believe Milkshape is still a decent low cost alternative, though much less powerful.
MikeTennor
Mine's an indy game dev company so I'm on a shoestring budget, so hopefully these links will help you:
Art of Illusion: http://www.artofillusion.org/ (open source modeling & rendering studio)
Blender 3D: http://www.blender3d.org/ (open source, "3D modeling, animation, rendering, post-production, interactive creation and playback")
3D Canvas: http://www.amabilis.com/products.htm (3 versions: free, $35, $70)
K-3D: http://sourceforge.net/projects/k3d/ (open source "3d modeling, animation, and rendering system")
MakeHuman: http://www.dedalo-3d.com/ (open source 3D humanoid character modeling)
If you're interested in ray-tracing (i.e. "too realistic" imaging), you might explore POV-Ray's site:
http://www.povray.org/
Not only is the software free, but it's been around for an extremely long time and is still quite active. There's a plethora of free GUIs that work with POV, and that'll help you. Just remember, that ray-tracing is too CPU-intensive for realtime images, but it's incredibly useful for generating 3D model skins. Examples:
http://www.bishop3d.com/
http://mysite.verizon.net/sfg0000/
http://povclipse.sourceforge.net/
A nice sub-$1,000 package is Newtek's LightWave 3D: http://www.newtek.com/lightwave/highlights.php (currently 4 packages, $500-$900). LightWave has a large customer base, uses common file formats, and is very popular because it is very easy to use yet is extremely powerful.
Another sub-$1,000 product is Luxology's Modo: http://www.luxology.com/whatismodo/
I can't personally vouch for Modo, though I've talked to several game content creators who swear by it, both for ease-of-use and the model quality.
Lastly, Visual3D.NET is in closed beta and looks promising (e.g. highly integrated into .NET), but who knows what its final cost will be:
http://www.visual3d.net/
I also suggest browsing at http://www.3dlinks.com, especially their 3D Modeling shareware/freeware section: http://www.3dlinks.com/links.cfm categoryid=1&subcategoryid=2
...where you'll find info on AC3D, DX Studio, and MilkShape 3D (my favorite):
( http://chumbalum.swissquake.ch/ )
Sorry for the overly long reply, but finding a decent 3D modeling pkg can be very time-consuming if you don't have an infinite budget like large, commercial game studios have. ;)