Just go to File>Export and choose the 3DS format. It'll give you a box asking you what to export, uncheck "Universe" and just select the figure and body to export. If you want to export/import as a .obj, you do need a plug-in for Max... I think it's by Habware. But 3DS should work straight "out of the box". Hope that helps :)

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"you are terrifying
and strange and beautiful
something not everyone knows how to love." - Warsan Shire