I can only help with the .dds files.
This is what I do:
1) View .dds files with AMD/ATI dev tool "TheCompressonator" 32bit or 64bit (free registration required for downloading tools).
2) Open .dds files into 32bit photoshop with an Nvidia plugin
3) Save out rgb+alpha with .tif format (discard layers in save as .tif dialogue)
4) Open "TheCompressonator" software and load the .tif file
5) Right click loaded image and select RGB for files without alpha ,Alpha for files with only an alpha, or RGB & Alpha for files that has both a rgb and an alpha channel
6) Menu -> Save as original = save as. One can choose 3-4 compression methods, I can't tell the difference. I used the Ati compression and it works ingame.
http://developer.nvidia.com/object/p...s_plugins.html
http://ati.amd.com/developer/compressonator.html
Edit: Could someone please write a similar how-to list for exporting polygon models off 3dstudio Max 2009 with a gr2 exporter plugin?