well, i have a lot of .max files
All of mine are saved games that I transferred from my ps2 to my ibook to save memory on my memory card.
The thing you use to transfer is an Action Replay Max.
U can also download game save of the internet to put on your ps2
i have seen that as a 3d file before, and i think i got it to open up with Blender. if you haven't seen it, blender is a free 3d modeling program that can handle various file types and is capable of quite a bit.