few ways
you can use dxf which both maya and max have abilities to import/export. obj max doesnt have, but there is a free obj importer/exporter script/plug somewhere. there is also the way of using polytrans (a stand alone convertor) ..or the best choice is move tools plugins, you got one for max and for maya. best output. maya4 doesnt even need the plug, cause it´s already have support to import .mov
