How to open .max files
You could try import it with blender. It's a free software which should be able to import the files.

First thing is to go the the File->User Preferences->Add Ons tab. In the Import-Export section, enable the 3DS Add-on.

After that you can export it to the desired format. Before exporting you must select the model/mesh you want to export. Otherwise nothing will be exported. The obj exporter is enabled by default in blender.