I prefer Terragen 0.9 over Terragen 2 as it's just simpler to get the terrain I need. When adding objects, I usually just render some trees, rocks, planets, or whatever in 3ds Max and then with Photoshop, I carefully add them to my TG renders. Like others have mentioned, there are multiple ways to get stuff into your scenes. Just make sure the lighting on your object fits within the scene or else it may stand out in an undesirable way.