You can do it the following described way:

Go to the website:
seamless.usgs.gov/

There you can call up a US and a few whole world maps (mostly North America terrain in detail), a program opens up in your browser (it takes a moment to load the data), where you can find places through different search options for example  and use 'goto' at the bottom of the window from a list of found areas (There is a button 'Tutorial' for help).

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You can use your mouse to draw a box around an area (be careful to check, you don't use a to big an area, but you can check later in the next windows appearing the size of the file and re-adjust your selected area again) or you can enter coordinates, or template selection.

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Then the 'Request Summary Page' appears telling you, what area you've grabbed, the size in MB and the download button for this area. But that's not what you want, yet.
You click on 'Modify Data Request' .

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There you scroll all the way down to the bottom of the list and select 'GeoTIFF', where it says 'ArchGRID'. Then push 'Save Changes & Return to Summary' button.

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It will return to the summary window - then push 'Download' - another window appears telling you the data will be prepared and at the end of the process you can download the zipped data.
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What you get is a 'NED-.....'  zip-file. Open it and extract the large *.tif image.

Now go to:
www.visualizationsoftware.com/3dem.html
and download this '3DEM' converter program and install it. You can use this program from now on to convert the GeoTIFF images into DEM-files or other files to be used in Terragen for example - just read the info on this website. The program itself is pretty simple to use.

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Starting the program a selection window appears, where 3DEM wants to know, what data you will be working with - click on 'GeoTIFF' and then load your GeoTIFF file.
The terrain will be displayed, in 2D or 3D (the square box area on the map will be calculated in 3D - you can move it around on the terrain-map) if you want.

Check the info regarding the height of the highest/lowest point and the size of the square area, because you might have to adjust the size in Vue by entering the right values in the X Y Z size input fields for this terrain, otherwise it probably will look stretched or squished
Now just save the terrain in DEM format (or what else you need), because this DEM-file can be loaded directly into Vue using the 'Files - Import Objects' option.

The rest is adjusting - sharpening or whatever you want to do with it ...