Those models are probably copyrighted. Having said that, there's something called SimPE for modding that may help export them.
The reason Milkshape exports them in Sim format is for modding within the Sims game. You create the model in Milkshape. There are some commercial game model packages that are really pretty reasonable and you wouldn't have to worry about using copyrighted material. You could also check BlendSwap or other free model sites. The important thing with games is to work out the mechanics, etc, with some placeholder graphics and then you can usually find people that will donate models for free games once they've seen what you are doing. I know I have done that on both sides of the fence. I've donated models and I've taken donations for music and other things I'm not capable of doing. You will find engine sites usually have a community for that kind of thing, or you can visit forums for Blender etc and show them what you are doing and ask for donations of models, etc.