I Have found a neat little tool that will do just that.
http://www.scriptspot.com/bobo/darkmoon/bff/
it basically converts the scene into a max script file that can be ran by gmax and actually load the scene into gmax. I'll Explain with screenshots and stuff the best i can.It does come with instructions on how to install. I know it works with Max8, as far as the later editions,I'm not too sure.
Ok, First of all Download and install per instructions.
Then open 3ds max....
(https://www.sc4devotion.com/forums/proxy.php?request=http%3A%2F%2Fimg171.imageshack.us%2Fimg171%2F3176%2Fgmaxtutorial2.jpg&hash=8b5ec83b3473a96a5cb492fdd043c304beeb4158) (http://imageshack.us/photo/my-images/171/gmaxtutorial2.jpg/)
Uploaded with ImageShack.us (http://imageshack.us)
Click Customize>User Interface> scroll down to BFF_Exporter>Click and drag to toolbar(just makes it easier to use)
Second, Go to file>open> then choose a max scene file.
Then Click on Bff Exporter
(https://www.sc4devotion.com/forums/proxy.php?request=http%3A%2F%2Fimg684.imageshack.us%2Fimg684%2F361%2Fgmaxtutorial3.jpg&hash=61997038e177142eb10b6f2359697bd852e0ba1f) (http://imageshack.us/photo/my-images/684/gmaxtutorial3.jpg/)
Uploaded with ImageShack.us (http://imageshack.us)
Click Export and Name your file and choose a location. DO NOT CHANGE THE SAVE AS TYPE.
(https://www.sc4devotion.com/forums/proxy.php?request=http%3A%2F%2Fimg707.imageshack.us%2Fimg707%2F999%2Fgmaxtut4.jpg&hash=9774b76b407c9d2d68da7371156efc85dc7a57d2) (http://imageshack.us/photo/my-images/707/gmaxtut4.jpg/)
Uploaded with ImageShack.us (http://imageshack.us)
When it finishes Exporting it will create a log
(https://www.sc4devotion.com/forums/proxy.php?request=http%3A%2F%2Fimg834.imageshack.us%2Fimg834%2F5348%2Fgmaxtut5.png&hash=07d6a5da3bb977b2009e07012bf3f0cee89879c0) (http://imageshack.us/photo/my-images/834/gmaxtut5.png/)
Uploaded with ImageShack.us (http://imageshack.us)
Afterward you can close out 3ds max.
Then open the Bat. Now go to Maxscript>click Runscript
Find the file you named...
(https://www.sc4devotion.com/forums/proxy.php?request=http%3A%2F%2Fimg17.imageshack.us%2Fimg17%2F9997%2Fgmaxtut6.jpg&hash=99dea3192e47b2113da1a8d76ddf0d3c67046f31) (http://imageshack.us/photo/my-images/17/gmaxtut6.jpg/)
Uploaded with ImageShack.us (http://imageshack.us)
Click yes on reset and wait anywhere from a few seconds to a few minutes depending on the size of the scene.
(https://www.sc4devotion.com/forums/proxy.php?request=http%3A%2F%2Fimg716.imageshack.us%2Fimg716%2F4619%2Fgmaxtut7.jpg&hash=56b935487ba8bd2069db93a1af9db684009099cc) (http://imageshack.us/photo/my-images/716/gmaxtut7.jpg/)
Uploaded with ImageShack.us (http://imageshack.us)
And there ya go :)
(https://www.sc4devotion.com/forums/proxy.php?request=http%3A%2F%2Fimg716.imageshack.us%2Fimg716%2F7333%2Fgmaxtut8.jpg&hash=1e75cab6ad78a2e0fa8df5b4a62dd4edd8b7ca7f) (http://imageshack.us/photo/my-images/716/gmaxtut8.jpg/)
Uploaded with ImageShack.us (http://imageshack.us)
Now I don't know alot about this, I've only tried it on a few scenes, but it's a pretty cool way to get the scene into Gmax. If it helps you then great. I take no credit for the program. I just wanted to share this with you guys :)-Jason