Hi Ghudra,
First you have to get yourself a 3D program. Anything capable of outputting to a format called STL (STereoLithography) will suffice.
My recommendation is MoI (Moment of Inspiration). It has a free 30 day demo, full version is only $200. It is well suited to our kind of modelling. The programmer is constantly adding new features and paid customers get access to the beta versions. The learning curve is gentle.
Other members here use Rhino (the 'daddy' of MoI), 3DSMax, and Blender.
The trickiest parts of desig is that he end model has to be 1 piece. All of the subparts have to be joined ("booleaned") into a single surface.
Once you have a piece that you're happy with, you can send it to a 3D casting house. I use PrintAPart.
Advantages: Fast response time, good prices, high resolution.
Disadvantages: Pieces are very fragile. Cannot be easily painted.
If you want a metal master, you have to contact someone that can make investment casts with a metalsmith. That certain someone is Todd Boyce of NinjaMagic.
My method is to:
1) Design
2) Print with PrintAPart
3) Make a silicon mold for resin casting
4) Refine the design based on lessons learned from (3)
5) Send the revised design to Todd Boyce, who
6) Prints the piece in investment wax
7) Sends the wax to a metalsmith who burns the wax into bronze or silver

Take the piece to a metal caster, who
9) Makes a master mold,
10) Makes master copies, which are used to make
11) Production mold, which is spun to make wonderful toys