Well, I'm taking it your new. SoI'll try and help.
Like the other guys said, Please visit that link, it will give you some good links to freeware art programs and 3D Modellers.
Anyway, I would suggest downloading both blender and wings 3D. You'll want to try both and moreso, you'll want blenders little things around to help you.
Basically blender is very powerfull and can perform alot of nice little things that wings cant do. however its interface is extremely complex and it is pretty fiddly and has a pretty steep learning curve. myself i use it for the small things that Wings 3D doesnt have, such the the decimator tool (lowers poly count).
Wings is a pretty simple mesh moddeler with a good interface and is very capable of moddeling pretty much whatever you want with skill.
I personnaly use wings to Moddel because its not halfway as fiddly and complicated as blender but if I want some of the tools on blender to use on my models then I can always export the model to blender and touch it up there and then export it back.
Like i said, try them both out, as well as other listed in the thread that those above have posted, and see which one you feel most comfortable with.
Then get cracking.