Hi @Tim_Wescott EDIT you are using a quite OLD version of Kicad…
Please consider to use latest stable release 4.0.2 (released in February 2016)
Anyway … if you are planning to use STEP MCAD models, there is a consolidated road to use them also fine with old 4022 stable release…
please have a look here for the STEP mechanical exporter
and here for a lot of library models already tested for kicad
and some ready to go 3D libs
3D kicad libraries List: Resistors_SMD.3dshapes Capacitors_SMD.3dshapes Capacitors_Tantalum_SMD.3dshapes Housing_SOIC.3dshapes Housings_QFP.3dshapes