3DS Max is capable of exporting a correctly-formatted *.XSI file. XSI (full) and XSI (mod tools) should also be capable of doing this. Of course you still have to do it right to get it to work, which is where the tutorials would come in handy.
Basically you need to weigh your model to a pre-made skeleton, then export the model to *.XSI format. Then you run the *.XSI through a program called Carcass and it gives you the working *.GLM file.