I use MAX2MDL to export my models out from 3Ds Max.
The link is on the "download" page, but the MAX2MDL link is broke, so you
will need to select the MAX2GS link, or just go here:
http://www.malabar.tv/mlbr/max2gs2.htm

The free version allows for export with a limited face count, can't remember
the exact number, but its too small for character models.

The full version is only $18.00(USD)...very reasonable!

I've used it in Max 6 and Max 8. On the website it says it works
with Max 5+, so I would assume it would work with 9. You may
want to try the demo version first to make sure it will work with 9,
especially if you are using the 64bit version.