So, you download these files:
davidhsmith.net/downloaditems/md3exp.zip
with that plugin you export .gmax to .md3
and after that download this
files.seriouszone.com/download.php?fileid=198
with it you open the .md3 file and convert to .x
after that… convert from .x to egg…
Bugs:
:pandatoolbase(error): File does not exist: Unassigned
(so that for like milion times)
Unable to read test.x
ps. i think the bug is in my model… it doesnt have a texture and something else… ill edit the post when it works 
hope i helped…
EDIT:
Ok, it works now, you download those 2 files,
first export from .gmax to .md3 then open it with the lithunwrap file (open the exported file) and click file, model, save and save as .dxf, then convert the .dxf file to .egg and it works 
