This is something I continue to hope to accomplish, some day, but it requires a significant amount of computer know how.
From my reading, the first step requires using a Direct X intercept program. Such a program monitors information sent to Direct X and allows the user to copy it. This provides access to mesh constructs and textures from a game like LOTRO. The next step requires importing the mesh or meshes into a three dimensional modeling program and cleaning up the model. Then the mesh needs to be corrected for stereo lithographic printing. This process may require yet another program that adds sprues to support the miniature during the printing process. With that done, the model can go to a printer. If the model is put together properly, the character (or whatever) will print correctly. If not, a horrible knot of silly string results.
The last time I looked, the Direct X intercept program some people recommended was infected with a virus. I stopped there.
I presume people in the industry have high end, expensive tools for this sort of thing.
Sophie the Enchantress - Creator, Dreamer, Explorer - Happy yet Sad - Seeker of Beauty and Wonder
I wish all of you many successful and happy adventures., brave Ladies and Lords of Middle Earth!