glm's can actually be created by two programs wich were included with the JKA SDK.
It just depends on what kind of glm you need, to know wich of these 2 programs you need and wich Tool you need for modelling.
If it's a vehicle- or playermodel you'll need either 3DSMax or Softimage|XSI. Maybe Maya can also do the job.
If it's a weapon model you can use whatever tool you like as long as it can export MD3 files.
(Actually I have never had any program wich gave me working md3's except for Milkshape 3D.)