I have used MS3D for years with no problem.
It does take some "special" configuration stuff though.
DBC does not support mesh animation, only limb animation.
If you follow that, then this next part should be easy:
use the JT exporter plugin. Do not export while in the
keyframer. Also, set the menu to operate on selected keyframes
only (in MS3D, before exporting). When exporting, the JT
exporter will prompt you for alot of settings, just use the defaults for now. This will create .X files for your models.
So, the real problem your having is exporting from MAX to MS3D.
Maybe try the 3D forum for more information.
edit: By limb animation, In DB/DBPro, the commands refer to limbs,
so I used that to describe the effect. In MS3D, and probably other
modelers, this is refered to as bones. But, bones can also be used
to animate meshes in the modeler or to move a limb. Since DBC does
not support bone-mesh animation, I used the term "limb" to refer
to bone-based-limb animation. Hope this clarifies things