If you are using 3D Studio MAX, the tools used are Edit Mesh with sub-object vertex: "weld targeted" and sub-object edge: "turn edge" and "visible edge", as well as sub-object face: "extrude face". Also used is Meshsmooth with "quad output", "apply to whole mesh", "smooth result" and an iteration of 2. In addition the "slice modifier" is used. Note when I refer to slice here I always mean the stand-alone modifier version, not the version within the editable mesh mod. I highly recommend you go through the Bug Modeling tutorial or other poly modeling tutorials in the MAX manuals first! They explain these tools in detail and show you how to use them. Once you know that, you can use the images here as a guide to figure out how to put together your model.