Inside Moi Itself : Menu SUbD / Create / From File but better if the OBJ file is "Quadrangulated"
Or by scripts / Progs!
_importObj by Max Smirnov (keeps at the download the original form) but better if the OBJ file is "Quadrangulated" http://moi3d.com/forum/index.php?webtag=MOI&msg=7841.6
Usually .obj files contain polygon mesh data which is a different kind of model data than the CAD solids and surfaces that MoI is designed to work with.