a .max file is the native format in 3d Studio Max, which covers not only meshes but everything else such as lights, cameras, materials, modifier stacks - everything!
.max filkes can only be read by 3dsmax, or an app that includes some 3dsmax DLL's since a lot of data in the .max file is procedural and relies on some max libs to compile into the final scene.
.3DS is a ancient format left over from the old Dos versions or 3D studio. Well behind the times as far as generic 3d formats go.
Your best bet with Blitz is to use Blitz native .b3d files. One Eyed Jack covered that with his post above. You just can't beat B3D pipeline for 3dsmax :)