Export Gmax meshes to OBJ using the Listener
Gmax does not support the direct export of content using the normal File » Export
avenue of processing scene data. Instead it has to be done indirectly using the inbuilt MAXScript Listener to capture parsed output that can be cut and pasted into a separate document for saving as an *.obj to create a usable model able to then be imported into other third-party applications.
For a more extensive explanation read the "Export *.obj models from gmax