How to do this 3d model? What features to use?

That looks like it would be fun to make no matter what program is being used.  Unfortunately I'm an AutoCAD user not Solidworks.

Hello, yes of course we want to know if you want to do it with AutoCAD or Solidworks.
Maybe it will be easier to do it with Solidworks but, it's possible to do it also with AutoCAD at the difference that the external part with slots can be modelised the same but the internal part will be much more difficult and be with facets as Autocad ( as far as I know ) doesn't do "spined" surfaces without facets.
With AutoCAD it's possible to do it OK if you do some little simplifications to the model so that you only use extrusion, chamfer and revolution.
Anyway, is it you first try with 3D with AutoCAD ? ( for Solidworks I don't ask !!! ).
It's possible to transfer 3D files between Solidworks and AutoCAD.
It's possible to use an AutoCAD 2D file for use as a sketch on Solidworks.
Ask for more....
Let us see your tests etc...philippe JOSEPH2012-09-03 15:00:44

Hello, I want to do this in Solidworks. But I cant manage to do it. I have tried a lot of diffent ways. Will try again tomorrow. 

Hello N° 2, I'm sorry not to give help for Solidworks that I know only as an interface between AutoCAD, Solidwork and ProEngineer and as john was saying his site is not really for Solidworks at all.
I belive that if it's a first step with Solidworks your subjet looks too difficult ( if it's a first try with Solidworks that you do on your own ).
Are you a student ?
Are you working alone with Solidworks ?
I did learn AutoCAD 3D on my own in my spare time at home and a little at work with only the help of the R13 printed book and it can be painfull without a very good documentation or no trainning course.
On some subjects I even did give up sometimes !

How to design braided-wire using ANSYS Design modeler or SpaceClaim

Dear Sir,i will try to make and send you later...