First off? It’s a very, very, VERY bad idea to put ZBrush models into any game engine. Any. It produces the most insanely high-poly models, you can’t even get CryEngine to handle that shit.
If you really want to, however, you can try. First, get Blender. 3DS or Maya would also work, but Blender is free. In ZBrush, export as an OBJ file. In Blender, import the OBJ. Then, start simplifying the model. A lot. Any more than 10k tris will make most computers lag. You’ll probably have to learn how to use the editor a bit to get it down that far without fucking it up. You may also need to rig it and UV map it, if it isn’t that way already.
Then, follow any tutorial for exporting from Blender to SMD. I won’t bother repeating what a quick Google could tell you better.
You’ll probably want to use your high-poly model to bake a normal map. Wikibooks has a tutorial on that, but you’ll need to have cut down the polycount to usable beforehand.
As for Cheetah3D, you’re on your own for, since I’ve never heard of it before now. Wikipedia tells me it’s a very basic editor, Mac-only, and that it can export to more common formats. You’ll have to figure it out from there.