It's not possible to export any materialproperties from Max to GS.
You can only export the texture in the diffuse slot.
Shaders in Max (Blinn, Phong ect.) have nothing to do with DirectX-Shaders used in GS.
Take a look at the WIKI:
http://www.coniserver.net/wiki/index.php/Shaders

You can't use the MAX particle-Effects in GS, you got to script them from the scratch or use a tool like "easy paticle", which generates the script for you.

http://www.easyparticle.com/ep3/news_eng.php