Thanks, Carlos. The two first links are not exactly what I was looking: they are for dwg to dxf conversions or they are for AutoCAD for Silicon Graphics machines.
I'm downloading the demo for 3D Studio, to see if I can import dwg files (I imagine I can) and save them as 3DS.
The registry is the modern equivalent of the old Windows.ini file. It's a file that saves all the configurations for your programs: what files (with which extensions) can the program open, the program initial configuration, your settings of the programs, what programs to start when the PC starts, etcetera.
You can edit (or watch) the register in your PC by using "Start Menu", then "Run" and then writing, in the box you'll see, the word "REGEDIT". DO NOT TOUCH THE REGISTER, just watch it. You can disconfigure your PC easily if you don't know what to change.
If the register messes up, you can use (in XP) the "Start Menu", then "All programs", then "Accesories", then "System Tools" and finally "Restore PC" (I'm translating from Spanish, sorry if the names are slightly different) to go back to a previous version of the register.