I have Blender 2.68a and just tried importing both an .obj and .stl file. Both wouldn't open in Blender. Both errors said "file format not supported" .
I'm new to Blender and 3D rendering so maybe I need an add-on I don't know about?
Don't try to open the file then choose an application. Download the file, then open Blender, delete the default objects, then go to "file", "import", then choose your file type.