Making A 3d Complex Game (help)

hi guys... i need help here... this is my problem: B)

i wan't to make a complete and complex 3d game...
some time ago i started searching programs on google, programs that i could make 3d games, the problem is that i want a complex program to do it, because i want a complex game with great grafics... in the internet i only fide programs like 3d game studio, 3d game maker, dark basic, etc... well they seem to be good programs but i want more, like the same programs that make the comercial games that we are used to see, i need your help to find them, for starting, the names, sites and other stuff, if you know something just reply (don't worry if the language is c++ or other)

one more thing... i made a download of the 3d studio max 5 but were missing to important files, i the result is that i can't install it, if you know the real and full file of it, reply please