That\'s exactly right. Like it says for wings3d, your only option for getting the files in the right format is to export the file in .3ds or .obj format and then have someone with 3ds max and/or blender export them for you.
As for the program itself, I took a look at some of the tutorials, and from what I saw it was meant to be used more for people experienced with 2d work who simply want to get some animated stuff going. It didn\'t look like it was really meant to make low-poly stuff, mainly just higher poly simple animation stuff to be sent to flash or something similar. Granted, I only looked at a few tutorials so this is by all means not fact. I do, however, have the feeling that both wings3d and blender (does both simple and skeletal animations) are better suited for the task at hand. Take a look at that sticky for the details. If you do end up using Amorphium make sure you only use diffuse mapping for skinning as anything else really isn\'t supported yet.