To the best of my knowledge only 3D Studio Max can work with .max files. The .max format is not published so anyone making a converter will not have the info on how to do it.

3D Studio Max can export to .3ds but perhaps something gets lost in the translation since many users only give or sell their models in .max format. Or maybe they're not aware that their program can export to .3ds and perhaps other formats with some plug-in.