Actually, Max, Maya and Blender cannot export a model of a liquid, either. They use particles to simulate a liquid - but this is for renders. They do not have the capability to create a mesh from the particles. Realflow does export a mesh, but it is extremely expensive, and somewhat difficult to learn. Some people who've purchased Realflow have not produced anything good, as its very technically-oriented - to the point that having a solid background in hydrology, particle physics or fluvial dynamics is a real asset for anyone attempting this program. There were some plugins being developed for MAX that did this ( produced a *max file format mesh), but I cannot locate them now - I believe that they did not come to fruition. One less expensive possibility is to look at a model-building application/program that has a metaballs capability. Truespace Version 6.6 has a relatively simple particle generation capability that can be used to generate a mesh in *.obj file format, using the LUUV plugin for Truespace. This is very limited but I used it with good effect until I reached the point of being able to purchase Realflow. So, if you were also looking to purchase a general-purpose inexpensive model-building program, this would not be a bad investment.