For 3ds files first open in AutoCAD and save (or can you save as dwg or IGES in Max).
Then import the dwg into Inventor.
Be aware that 3ds files are coarsely faceted surfaces generally of little use in an engineering program. If the surface form a watertight envelope you might be able to stitch into a solid. Otherwise simply use as reference geometry.
Cheers for the help guy's, i'm only placing forklift/pallet trucks (downloaded from web)into my assembly for presentations, so i guess faceted surfaces will not be a problem.