There are 3 different ways that I know of to make a 3do. But from a max file? I'm pretty sure the only way to do that is by having 3dmax.
The other 2 ways to make a 3do are by using Zmodeler with MX or by using 3dsimedit and exporting as a 3do. But both of those ways will not let you import a max file so they will not work. If you could get the max file converted into a 3ds, then either one of these ways will work.