When installing 3DS Max from the CD, you get the option to install the MAX SDK (which you''ll need to be able to develop plugins anyway). This contains plenty of useful code, in particular look at:
MaxSDK\Samples\ImpExp
In there you''ll find the complete source code to the .ASE, .3DS and .DXF exporters.
Also pop along to the Discreet developer page: http://sparks.discreet.com/
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