Hi hoannh,
Jetpack is right. You can use the "FBX plug in" provided by the official site of 3dsmax. You must check out your options and values in the "motion panel" of 3dsmax. After having done your animation, go in the "footstep Operations" panel
and be sure to have clicked on "create keys for inactive footsteps". You must verify all the parameters in :
- 3dsmax
- in the fxb exporter
- and in the med

I hope It has been helpfull for you.
Best regards
salem lab