should be possible
there is a .glm exporter for milkshape out there
check
http://www.jediknight2files.com/
they should have it under tools or so :-)
then you only need to get milkshape
http://www.swissquake.ch/chumbalum-s.../download.html
and then you can import the glm model in milkshape and export from there to .3ds, i think
but i am not soo sure
or you dl all the mod making utilities and use the .xsi importer for max and import the root xsi files for one of the models :-)
hope this helps