Autodesk's 3DS Max graphics application uses the MAX file format to save 3D scenes on your computer. The open-source Blender 3D modeling program uses different formats and doesn't provide built-in support for importing MAX files from 3DS Max. Use a third-party script to export a scene from 3DS Max and convert it to a format Blender understands.
Go to the 3DS Max Scene Interchange page on the Blender website and click the Download Latest Version of the Script link on the page.
Extract the files from the "Scene_interchange_blender[version].rar" file you just downloaded to your computer using a file extraction program such as 7-Zip, WinRAR or WinZip.
Place the extracted "Scene_interchange.py" script in the "C:\Users\Name\AppData\Roaming\Blender Foundation\Blender [version]\scripts\io" folder on your computer. Change Name to your Windows username and [version] to the installed version of Blender.
Launch 3DS Max on your computer. Click Open in the application window and browse to the MAX file on your computer that you want to import into Blender. Double-click this file.
Click the MAXScript menu at the top of the 3ds Max window, select Run Script and browse to the extracted "Blender_INTERCHANGE_ALPHA_2010.mse" file on your computer. Double-click on the file.
Click the Path Output in the Blender Interchange window that opens and browse to a folder on your computer containing the exported MAX scene.
Type a name for the scene into the box at the top of the window and click the RUN Interchange Blender button at the bottom of the window.
Open Blender, click the File menu and select User Preferences.
Click the Add-ons tab at the top of the User Preferences window. Click the Install Add-on button at the bottom of the Add-ons pane. Browse for the "Scene_interchange.py" script on your computer and double-click it.
Click the Import Scene button in the Import Scene section on the Scene panel at the side of the Blender window.
Browse to the folder containing your exported MAX scene and double-click the SCN file you created.
The script package consists of two components: an exporter extension for 3DS MAX and an import plugin for Blender.