What program can I use to model? I really want to start making models.. Thank you :)
You can use Gmax, XSI|SoftImage, Maya, 3DS Max, or Milkshape 3D. Exactly what you can do depends on which software. You're advised to use Maya or 3DS Max if you're serious about modelling, since the others are quite limiting (less so with XSI, but it's more limiting than Maya or 3DS).
And... check the Master Sticky. It says "read me before posting" for a reason.
Just be aware that modelling is very much professional-level stuff, and is much higher on the difficulty and learning curve than, say, mapping or skinning.
I don't know how, and I don't know why, but this is totally Sheep's fault.