re install your milkshape if its giving your grief.
there is a page also on the milkshape site that has a few tools you might be interested in.
http://chumbalum.swissquake.ch/ms3d/download.html
there is also a md2 viewer on MS3ds site so you can see any problems the model might have
http://chumbalum.swissquake.ch/md2v/index.html
As for max.
Try to avoid using a pirate copy of 3d studio max.
[1] the current 30 day trial is for version 9
[2] its thousands of dollars in australia for it
[3] you would not be asking for help regarding it, if you had invested that much money into a package without knowing somewhere on the net to look or ringing your MAx reseller where you bought it from.