If you don't have FBX export, you are using the version 1 of Moi (probably the demo). With the 2.0 beta you have the FBX export.
With OBJ you can obtain good result. Depend which version of 3DS Max are you using. Before Max 2008 you should install the free plugin Guruware OBJ IO.
http://www.guruware.at/main/objio/index.html
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