Where is the 3DSOUT command in AutoCAD 2008? I get only "Unknown command" erros. I need to export some models to a 3D application which reads only .3DS files.

The 3DSOUT command was a part of the old renderer in AutoCAD - do this command is not available in AutoCAD 2007 and 2008. But you can download the 3DSOUT utility (see the Download page here) and add this export command back.
(see also the Tip 5516 in Related tips below this posting)