Strictly speaking, it's not a bump map, it's a displacement map. Bump mapping is a pure optical illusion. Displacement map (or normal map) tells the rendering engine what to render, although the data are not present in the mesh itself. The difference between the two is best seen in a high-end program when you look the edges of a mesh, one with bump mapping and another with displacement. Bump-mapped mesh will have smooth contours, while the displacement-mapped one will look like it really has irregularites and stuff. Bryce cannot do displacement mapping. Bump mapping is only good up to a certain point, although it can go up to 999. (Which I'm convinced was an attempt at displacement mapping.) Still, even bump mapping can be good enough in most cases. Beside max and 3DS, you could try getting your hands on ZBrush, which can do wonders for the creation of good displacement maps on OBJs.

-- erlik