ok so you want to actually make your own 3d model or modify an existing one. you will need some software (obv) i use 3ds max 7. it lacks some of the features of 3ds 8 & 9 but you dont really need them. you can buy pre-owned copies off of ebay or other sites because it is pro stuff and can cost an arm and a leg. there are ofcourse illegitimate methods of getting it but that is your decision and you wont have all the help files and stuff that you need.
there are other programs available too (probably cheaper but sh3 was made on max, dunno about 4) i dont know about these.
you will probably be baffled by the system when you start it up, it is very different from other ways of 3d moddeling (eg CAD programs for industry) you use shapes to make up the model and change these to make the shape. you will want to find some tutorials. it is not quick to learn. just do a wide range of tutorials and find them when you need them.
if you already have a program of some kind you need to extract the files from the game, i dont have sh4 so i dont know if you can extract the 3d files the same way but you can use pack3d to get the files from the dat file in sh3. they should be in a .obj file format and 3ds can import these. thene you are free to mess around with the model. i am not very good at the rest of the process but thats how you get the file to mess around with
hope it helps