I think also jonthecelt brought up a good issue about transfering poser dynamic hair and cloth.  It might be better to use the ones that come with Max, for faster rendering.  I never had success animating in Max though.  It was just too difficult to pose figures.  Unlike poser, I could move the animation timeline back and forth, and it showed me in near realtime what the motion looked like.  In Max, the timeline was so slow, this was not possible.  I was able to preview results as a render, but not in the viewer directly.  This could be hardware issue though.

I think the new version of Vue brings over animation of hair and cloth, and a good approximation of procedural shaders too.  You'll have to check that out.

Since you already have to get Max, I guess you can try using it with Poser since you have nothing to really lose there.  But I never had any success rendering Poser animations in Max.  Lots of crashes, and saving Bodystudo scenes in a max file, then coming back later to work on it seemed to always screw up all the materials I had painstakingly set in max.  Maybe the new version fixed this, or maybe it was just 3dsmax that didn't like poser.  Either way, I quickly found that the easiest way to render animations from Poser was either in Poser itself or in Vue or Carrara.  Just warning you that it will not be a cake walk.