Hi
You can export to 3ds format without any plugins, the 3ds model can then be converted to a number of other DB compatible formats.
However, 3ds is such an old file format it has very limited capabilities.
To export to .X in 3dsmax4 or 5 you can use the Panda exporter:
http://www.pandasoft.demon.co.uk/directx.htm
For other versions of 3d studio try the microsoft plugin:
http://www.microsoft.com/downloads/details.aspx?familyid=1d97f320-9dfd-4e7a-b947-3a037ccf84af&languageid=f49e8428-7071-4979-8a67-3cffcb0c2524&displaylang=en
Alternatively you could use a Quake format such as MD2 or MD3:
http://www.planetquake.com/polycount/resources/quake3/tools.shtml
http://www.planetquake.com/polycount/resources/quake2/tools.shtml
Hope this helps