Right now afaik the player models are in some wierd proprietary format (.zym?), so you wont be able to open that in Blender, and such an importer wont be made anytime soon (unless you want to try your own hand at python to make one

). It may be possible to convert these models to some other format such as .md3, which Blender, at least by name, does support. I dont know how. (Maybe in some bass-ackward way through 3DS max).
The current state of Blender's importers for common game formats is pretty bad- you can find one
here. The models produced are often very messy, with inverted uvs and stuff. If you are considering trying to make some models, I would say do it from scratch, and save yourself the trouble.
[edit]: What OS are you on? If you are using Mac OS, the Python script checker built into Blender is broken as of 2.43- you will need to add it to the list manually. The windows version does work however.