My guess is that a custom piece of code was developed for that structural design. YOu have several options, the easiest being Rhino+ Grasshopper or Rhino + Rhinoscript/ C++/ Python. Maya would also work I guess, but I find it difficult to use.

Does anyone know if SoftImage is still around? That would work also.

I don't know much about it, but Revit+Vasari may also get you there.

which one, the bird's nest or Zaha's building?  The two are miles apart.. anyways, I heard the bird's nest was partly designed using Gehry Project.. learn it.. good luck

http://www.gehrytechnologies.com/sites/default/files/webform/application-docs/Beijing-Olympic-Stadium.pdf

Those two examples are different.  With Zaha's project, it looks like the modeling would revolve around forming the surfaces creating the shape - I can't really say anything there, but it looks like that process would be difficult.  With the Bird's Nest, the actual form of the stadium is quite simple ( I believe it's symmetrical on two axes). If you can create the nest's form in Rhino without the punctures, that would be a start.

With my limited parametric modeling skills, I wouldn't use grasshopper to try and model it.  I would use the flow along surface command in Rhino.  First, you need to model the overall form.  When you have that, you can flatten it using creatuvcurve.  In the curve it gives you, you can draw a geometry that would correspond to the punctures. You would then take this new surface and flow it along the original stadium form you created, and it might give you something close...no guarentees.

There is 10 ways to accomplish any one task in Rhino... or any other modelling program. If you really want to produce good work using digital tools, you need to spend the time to learn what all 10 ways are instead of asking Archinecters.

And you will never be able to design anything you can't conceptualize independent of the computer, it is a tool, not a sentient designer.

After posting this I made a clay model and now I am drawing up sections. I will just use Vasari for the form. I using the model to help my design, asking here always help because there are a lot of programs which can do things in a simple way. 

yeah.. it doesn't matter what program you use.. i'm wondering why you even want to try and copying those designs.. focus on designing your own buildings.. make something out of your own ideas.  Clients or your bosses aren't going to come and tell you, "Design me a Birdsnest" xD

i am not trying to copy those designs I just looked up on google for a building with that form.

You can use 3DSMax and Para3D to create a similar form but it won't be BIM ready

http://torabiarchitect.com/parametric-array/?p=667