Thread: different file extensions in the Directx SDK

.FFE : Force Feedback Editor. These files are edited with fedit.exe found in your binaries directory (under the Bin\DXUtils).

.X : X Files. These are 3D models in the X-File format that's used with Direct3D.

.VSH : Vertex shader files. These files are not compiled yet (i.e you can read the code using any text editor)

I have no idea what the other extensions are.

www.blender.nl : Blender is supposed to be very powerful. I haven't gotten much into it (because it's somewhat hard to learn) but till now, it's good.

There was an article on www.gamedev.net discussing the latest free dev applications. I think you should search there