Ok, I downloaded Blender, and I'm clearly reminded why I dropped it the last time
It's just so needlessly arcane.
Anyway, try this:
1) Add->Mesh->IcoSphere. Give it 5 subdivisions.
2) Panels->Shading->Texture->World. Add new. Type is 'Clouds'. Set noise size to 0.750.
3) Panels->Editing. Find the 'Add Modifier' button and click it. Choose displace from the list.
4) In the texture field, type Tex.001 and hit return.
5) Set 'Midlevel' to 0.000 and 'Strength' to 1.500
Well, that's a basic asteroid shape. I don't know how to get it smoother, except by using more subdivisions to begin with, but that will massively increase the number of polygons. Also, the object has no UV map (it doesn't know that textures should map onto it as a sphere). Other than that, you can export it as a .3ds file and use it with US2 as is.
I'm out of time here