Linden Lab Official:How do I import objects from other places into Second Life?
We're aware this has been a popular feature request for a long time. Some implementations of it are commonly referred to as an "offline sandbox", and there've been suggestions that we should allow import of common formats like DXF.
As of Second Life version 1.16, you may now use Sculpted Prims to import some of your shapes and models from external 3D modeling programs. For more information on this method of import, check out these articles on Sculpted Prims:
What is a Sculpted Prim?How Do I Make a Sculpted Prim?
In the spirit of user-created content ingenuity, some Residents have come up with their own methods of importing objects. For example:
You may want to check those out, and contact the creators with your feedback. A cool thing about Second Life is how easy it is to get in touch with the inventors of tools you enjoy.