Hi Supagoat, there isn't any concept in MoI of an object having a local origin like that, and there isn't any mechanism in .obj format for representing it either. If you need to set it to something in particular I think you'll have to do it in a poly modeling program like you've been doing, and not use .obj format for the transfer out from there.

Usually there should be a way to select everything and then run one command which can do it to all objects in one action instead of needing it to be done one at a time, maybe try the Multi Edit Blender add-on mentioned here: http://blender.stackexchange.com/questions/15137/is-there-a-simple-way-to-change-the-origin-point-of-a-lot-of-objects-at-once

- Michael