I have noticed and have searched the web vigrously to find how to import 3d files into After Effects. Well I have found the easiest way out there. The Proccess requires Photoshop CS4 and After Effects CS4 or higher.

1. Well in any 3D Program export/save the file as a .3ds file
2. After the .3ds file is save right click the file> Open With (Photoshop CS4 or up)
   P.S. Open Photoshop, then File>Open>(The .3ds file)
3. Now after the .3ds file loads in photoshop go to File>Save As> (name), make sure when saving the file extension is ".psd".
4. Now you can go to your after effects and import the .psd file.
   • Make sure "Import Kind:" equals "Composition".
   • Layer Options equals "Editable Layer Styles" and "Live Photoshop 3d" Checked
     
5. After thats done you should have a folder named as your psd file, along with a composition with the same name.
6. Finaly Open the Composition that was just made, then select the "Unified Camera Tool" and move around your 3D Object