3dsmax exporter has been improved in the latest days.
Anyway, what it is supported by that exporter is what PS needed to be supported.
If you need something that is not supported by that you have or to switch to Blender, or to add things manually.
CS support is really good, especially if you join #crystalspace on freenode server.
PS artists use 3dsmax, and I have been using that too for my project that uses CS and PS code.
A lot of people use Blender, though, for its free nature.
I think there is an exporter also for Milkshape, but I think it hasn\'t been updated lately.
There are also other valid formats, but you can discover more about it reading CS documentation or asking directly in CS IRC channel.
Ary