Can they theoretically still cause a problem when using export scripts to, say, .obj?

If they can find you use it by some hidden things that communicate throught your internet connexion : Indeed they can be very bad with you!

Simple advice forget it and use today more advanced tools.
Why not learning Blender 2.5 and above ?
Or buy silo that is really affordable for hard surface modeling and lot more easy and fast than Gmax i'm sure.

But it's the choice is up to you.