CYoung: aye, following a reference might be a good idea, or atleast determining kind of what it's supposed to look like before you start, it'll help a lot
docdolittle: Hmm, what application and material/shader did you use to get that screengrab? I can tell instantly that your normals are not active, cause if they were, then it'd look something like this
So you might want to look into normals a bit more. The specular also isn't active I think, but since it's mostly black, it'd wouldn't make much of a difference. Mine was kinda rushed and sloppy, being almost completely white, but if ou have a look in the specular/normals link in my sig, you could prolly get some useful pointers
And then for the metal, it's not bad really, but try to keep it clean, right now there's quite a lot of rough detail in there. My metal were pretty much just a plain colour with AO and some very weak bump in the normals until the very end, where I added some details.
Cheers!
Holidaybb: It's an .obj file, you import it from max through File>Import, selecting the Sledgehammer_Max.obj file, and hitting open.