Sorry, but using gmax for your own games is as-in FORBIDDEN.
This is from descreet "Discreet’s gmax is a free 3D modeling and animation tool based on their award-winning 3ds max®. gmax allows gamers to create their own in-game content for gmax enabled games like these:"
And then there are pictures of Flight Simulator 2002,Renegade, and some other, and it is DROPPED, as in NOT OFFERED ANY MORE software, though you CAN download it from turbosquid, but i dont think it is for adding contect to YOUR GAMES.
For that, they want you to BUY 3DS MAX witch is several $ ,000 , so i suggest working in miskshape (cheap, and great), anim8or (free, and simple, but works great).
But please post a thread for it, becouse otherwise here will start discussion with MANY people that dissagree with me, but i wondered that for a LONG time, and investigated, posted on VARIOUS 3d modeling forums (eaven turbosquids), and that is what i heard, and belive in.
edit : And a statement from Turbosquid section where is info on gmax
"Do you want to customize the vehicles in your favorite game? Would you rather have a custom phaser instead of the stock rifle that came with your game?"
I dont think that says : Game developers, use this software for your games, and get reach with this state-of-art free modelling tool.