James, like I told ripperman in FW, do the p-38 tutorial. I know it sounds weird, but it really helps, and what you do to make an airplane is pretty much what ytou do to make a ST ship.
One really cool thing you can do with gmax and max, is use a pic or schematic from shipschematics.com as a viewport background...which leads to more accurate meshing. That's also covered in the p38 tutorial...along with setting up measurements, so you can build say a sphere for a pretos model, and if you know the dimensions it's supposed to be you can input that so it right.
Anyway, you do great with milky, just wanting to get you into a "real" program.
Also for those strapped for cash, anim8or is really good and it exports to .3ds and I believe lwo.
Happy Modeling!