the only way to get a GMAX file into a 3ds file is to...
Export the model from GMAX into the listener with the 3DX Export Script
Save the 3DX Listener data as a 3dx file.
Convert the 3DX file to BRG format with AoMED, choosing a correct original, or "base", BRG.
Convert the BRG file to 3DS format with AoMED
Obviously, there isn't a way that I know of to get a GMAX Scene (.gmax) into a 3DS file if you just picked one up from TurboSquid or something, you need to have started out with an original AoM model.