Having a problem with a trio of Models.

[TGE]

Well, the give a better explanation then "Noesis" I'll give you some info
Make sure the .mdl and the corresponding textures are in the same folder.
Download noesis and run it.
Navigate to the map you placed the files in and double click your .mdl file.
After that go to File->Export in the top left border.
Export it as your desired model format (.OBJ doesn't preserve the bones and rigging data).
Import into 3ds max.

Goodluck!