File menu > Import/Export > [Files of type]=Autodesk (*.FBX, *.DAE)
FBX is the file format native to Autodesk MotionBuilder, a system used for the creation, editing, and blending of keyframe animation. You can import and export files in this format with Autodesk VIZ.
Softimage and Maya can also use the FBX format, making it a bridge among the four applications.
Note: The FBX importer/exporter also supports the Collada (DAE) file format.
For the current version of the 3ds Max FBX Plug-in Guide, click the Help button on the FBX Importer/Exporter dialog.
The FBX plug-in changes often, with the result that Autodesk updates it more frequently than it does this program. Be sure to check regularly for updated versions by clicking the Check For Web Updates button on the dialog.