VUE can open DAE files but it doesn't always work. That it is not Sketchup's fault all Dae files at 3Dwarehouse always open in C4D without problem. However just download Sketchup 8 (free) here
http://sketchup.google.com/download/gsu.html

And Tig's OBJexporter here,
http://forums.sketchucation.com/viewtopic.php?f=323&t=33448  (you must register before you see the file but its free)

And you are ready to go. Sketchup is handy to have anyway as you can have a quick look at the model without downloading it. (saving it on disk I mean)

After you have placed the OBJexporter.rb in the plug-in directory it will appear under the file menu.

Vue to my knowledge never has problem with obj files.