A new add-on is aiming to integrate Cycles rendering in to 3ds Max. At this stage, you can already export shader note networks to Max.
Cycles for Max is a plugin that brings the capabilities of Blender's Cycles renderer to Autodesk 3ds Max.
More information about Cycles is available at the official Cycles website.
This project has no formal affiliation with the Blender Foundation.
Beta 1.08 is the first release to include the new shader exporter for Blender. This allow Cycles shaders created in Blender to be exported for use in 3ds Max. I've made a short video showing off how this works.