3DS Max exporting animations C++/DX

You have to use MaxScript to develop your own exporter/format/loader.
Or you may pay for COLLADA tools from Feeling Software. COLLADA Exports almost everything.

If you have a legit copy of 3DS Max your install disc should have an SDK for developing plugins for use with Max. This will give you the most access to the MAX runtime that's possible, without the need to learn MaxScript or to create a tool to convert the MaxScript exports into something more suitable for loading (last I dealt with it, MaxScript output everything in a text format, which I would consider less than ideal for any kind of model or animation data).

Thanks guys,

I'll have a look at COLLADA, what does it do, write an XML description of the mesh object?

I had a feeling writing your own was probably an answer but I've never used MAX Script before, I can't imagine its that difficult and it would allow me complete control over my meshes.

My copy is genuine, it did leave a hole in my bank account but maybe worth it for this! I'll have a look on there and see what is what.