Under '3DS Max Objects' Check 'bones'
Under 'Animation' You might change the 'Animation Sampling Rate' otherwise, it will make 30 frames for every frame inside 3ds max. Not really a problem, but it can make your animation slow If you don't adjust the speed in your code.(Also, if you change this... make sure to edit the:
Name Start End
Anim-01 0 100
Because it might change the 'End number' and not export all of it.
Select both the mesh and the bones manipulating it, and use Max's 'export selected' under 'File'
I don't know if this will work for you, but it is worth a shot! Good luck!
EDIT: Oops. I should've refreshed!! I ran the animation in DBP and it is... odd. Maybe the 'physique' modifier could be causing problems. But, I've never really used it so I'm not sure this may even be the case.
There's something in this room that makes you can't speak well.