To get an fbx that can be imported in blender you have to do the following steps.
When exporting from studio make sure you have selected binary option and choose a version of fbx that is older than the latest.
In blender before you import the fbx make sure to check Automatic Bone Orientation option.
Then select the fbx file and click import. After blender finishes importing the file you should see a T-posed character in the 3D view of blender.