we have an industrial designer who uses 3d studio and made some of our marketing images using our solidworks models. the cleanest way we found was to export the solidworks model as an .stl (stereolithography file) and then import it into 3ds. you need to make sure the resolution (chord length in the options dialogue) of the export is fairly high as it will be a blob of polygons and so may be a bit pointy in places. This worked fine but is very time consuming for assemblies as you can only import models one at a time in 3ds (maybe an expert could write a max-script routine...)
and then of course you have to clean up the assembly using the primeval tools of the autodesk legacy that 3ds is stuck with.
but seeing as 3ds is so expensive and orders of magnitude harder to use than photoworks, unless you already have access to it its hardly worth the trouble.