how to create 3d map from arcmap

i need some guideline about to create 3d map from arcmap(ArcGIS9.2). I had been done created 3d map in arcscene but the file only can recorded in .avi format. So i want to create the map using matlab with using the data from arcmap. Anyone could help me which file need to use or convert. The layer all in .shp(shapefile) extention and vector format. pls help me.