Hmm strange, i can see the "search this thread" button at the top
Well anyways, if you mean you want to take a mesh from the game and use it to make your character, then you need the glm importer which probably wont work with newer versions of max.
get GLM importer for max 5
get GLM importer for max 6
Another solution would be to install milk shape 3d and import the .glm then export it to another format so it can be loaded in max.