3D Studio Max is a powerful professional 3D software and for that it is very expensive and you need (depending on what you want to make) some time to get into the programm. For 3D Studio Max 3.x you find the needed Importer and Exporter Tools in the Gothic 1 MDK, 3D Studio Max 4.x, 5.x, 6.x and 7.x you can find them on the following page:
http://wiki.worldofgothic.com/?action=edit&page=Various%2Fuseful+Files
If there is at the start of 3D Studio Max a double plugin - ID message then you must rename the asciiexp.dle to asciiexp.dle.bak.