Hey, I did some googling and I think I pieced together a way to convert your .kmz files to .3ds. I haven't tested this, since I don't use Sketchup, but it might just work:
The first important piece of information I found, is that KMZ file format is actually just a ZIP file. If you change the name of your file from filename.kmz to filename.zip and look inside, you will find a model file in the Collada "Digital Asset Exchange" format. It has the extension ".dae".
Once you have your .dae file, you will, of course need a converter to change it to a .3ds file. I found a converter that will do this for you. It is called the FBX converter tool, on the autodesk website.
You can download the windows version of the FBX converter from:
http://images.autodesk.com/adsk/files/fbx200611_2_converter_win.exeThe program will install to the following location (unless you specify otherwise):
Program Files\Autodesk\FBX\FBXConverter\2006.11.2\FbxConverterUI.exe
I also saw a mac and and a linux version of the converter (I forgot to grab the links while I was there - you'll have to search the autodesk site if you aren't running windows).
Now the FBX converter will convert your .dae file into a .fbx file. From there, the FBX converter will let you convert the .fbx file into a .3ds file.
This converter also supports a few other formats, so it could be pretty handy to have around.
I haven't tested this idea at all - just pieced together different things I found on google, so let me know if it works!