all the printers in here use g-code, and there's a few different programs, like Cura, ReplicatorG, and Netfabb, that you can use to convert STL files to G-code. So you can model in your favorite program -> export mesh as an STL -> convert STL to gcode -> send gcode to machine for printing.
Yeah, the software is all open source and there are several different ones for each step in the chain. You basically need to export an STL file, which you can easily do out of Max. Then you need a slicer which will convert it to GCODE, basically make layers out of it. Then the one to actually print the GCODE. I messed with…