JAP, with that answer you are assuming he already knows how to do everything model-related, make your explanations more detailed, it doesn't hurt...
Anyways:
Create a folder called "Diamond" and put all the textures inside (diamond.dds, diamond_spec.dds, etc) and then create a soliddiffuse material. Then assign the textures (in the diffuse box, put your diffuse image, the same with the specular) and save it as diamond.mat (the .mat is automatically added).
I don't know how maya or 3DS Max work, so I'm going to tell it how to do it in Blender:
Assign the diffuse texture to the model material and then export it as a .dae (COLLADA format) with "Include UV textures" and "Include Material Textures" with the name "diamond".
Now, import the mesh in the model editor. It should appear correctly