This was origionally a maya model, and was exported as an FBX (Version Fbx200608). You can use this format and import this model into most 3d applications. See the Autodesk website and search for FBX plug-ins and stand-alone converter to be able to convert this model into .ma/.mb/.3ds/.obj files and more.
Since this is an FBX file, I'm not sure if the materials exported correctly. You can download the Maya file by searching for this alien again (or look at the Suggested Products section), or make your own materials (I used a layered shader with a green-scale skin and a dark-red undertone).