Game design question

Dear game developer community, I''m new to 3D game programming. I''ve done not-so-spectacular 2D game with DirectDraw, and I''m surrently learning OpenGL. I need some information regarding using 3D models - please share your knowledge. I want to make a 3D game with OpenGL that has lots of flying sheep in it. Obviously I want the sheep animated, too, ideally with separate animations for different parts of the sheep, e.g. body, legs, head, etc. The problem is how should the sheep models be represented. This is what I came up with. 1. Have a separate static model for each frame of animation - sounds like a bad idea... 2. Have a separate animated model for each sheep part, and display several models at once to make up a full sheep? 3. Have a single sheep model containing all animations in it? I don''t know how exactly 3D models work in principle. What is the best way to approach what I''m trying to do? What would be a good modelling app/format pair? So far people have been pointing me to Milkshape 3D. NeHe has got a tutorial on loading such models, but they are totally static, at least in the tutorial. Just one more point: I really prefer not to just get a library from somewhere and copy paste the code. I want to learn and do things myself, at least to some degree. If it''s possible/realistic of course. Thanks! Godji