Are you trying to load the .max files directly?
You gotta 1st export them to 3ds or some other format blender can load. .Max is a propietary format that blender can’t and will never load.
Oh no! My hardware-key for 3d Studio Max was “liberated” a few years back, and I didn’t care enough at the time to worry about it. Is there any tool out there that can convert .max to .3ds?
I’ve got a bunch of models that I’d like to render… but I don’t want to blow a chunk of money on 3ds max just so I can export the stuff. Any ideas?
Thanks!
If you want to laugh at me (or maybe with me?) check out my youtube videos:
(That’s what I do in my spare time, when I’m not trying to load 8 year old .max files int blender)
No there’s no such converter (max23ds).The only thing to do is to open your files in 3dsmax and export them as 3ds (to make sure also export as obj that is supported in latest versions). So you can download a trial version of 3dsmax which fully works for 30 days, open your files and export them. 
you can download max9 trial here:
max 7 trial here: