I spent some time poking around with that version, and I don't see a way to do that. (I assume you mean the "personal learning edition", right?) That may be one of the things they removed to make the ~$3000 software package 'free'. IE., the useful part.
There are open-source/designed-to-be-free software packages that can handle .obj files, though.
I'm using Blender at the moment, for example. I know a lot of the SH3 modders prefer Wings3d. And Milkshape 3d can also handle these - although not freeware as the other two are, it's also not $3000 (only $25, and completely and fully functional for 30 days 'free').
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