1. Select the geometry you wish to export. File>Export Selected.
2. Enter selected Folder & File Name. Save as type: Autocad Drawing Exchange File (*.dxf).
3. Export Scheme>Edit Schemes … > New> Export Scheme Name: Write FOR 3DS MAX. (Saving this scheme will save you time in the future)
4. Enter settings numbers 1-3 in image: For3DSMax_SoNA>Ok.
5. Polygon Mesh Options: Standard settings are usually perfect, try not to increase the polygons, this will generate a large file.
6. Open 3DS Max>Import>Choose ,dxf file.
7. Enter settings in number 4 in image: For3DSMax_SoNA>Ok. (Choose file units used in original RHINO file)>Ok.
8. File is now imported and divided by RHINO layers in Tools>Manage Layers.