Cocos3D currently only supports the POD model format. You can export directly from 3DS Max, Maya & Blender using the PVRGeoPOD export tool. See the full instructions here for more info.
For a step-by-step guide to downloading the PVRGeoPOD converter, and installing it into Blender, view Harry Dart-O’Flynn’s Starting Cocos3d – 5 – Blender & PVRGeoPOD Exporter video tutorial.