I cannot import the files for the 3DGamestudio that you can download at http://www.3dgamestudio.de/
to be more specific it is at: http://server.conitec.net/down/humanoid.zip
(You have to click the link and wait for the window to pop up and the extra file-download window)
What makes you think blender can import those? Do you have an import plugin?
That model is not in a format that I recognise.
Most likely it is in a format that only this 3D-Gamestudio engine will open.
If you can find the file format somewhere an import script can be written, but chances are it’s closed, so the people who write the engine know.