this really should be in the 3D Section...
there are several ways to export animations from Max,
DirectX Exporters (Panda & Microsoft)
3ds
Quake2 & 3 formats
Half-Life Format
each require a different way to export your animations... all depends on what you want to accomplish.
If DBP was compatible with Spline animations i'd say use Dx as it would've been able to export ANY type of animation, Bone/Mesh/Heirachy
As it stands you can only export Heirachy and Bone if you use Character Studio - However it is possible to setup a template Bone Structure.

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