ok... to get the model into max, you gotta get milkshape... then go to Tools>Half-Life>Decompile Normal HL Model
then go to File>Import>Half Life SMD.
then go to the folder that the model was in and select the reference smd, which is usually called the name of the model such as frieza.smd.
then go to File>Export>AutoDesk 3ds
then open up 3ds max the go to File>Import> then import the file u exported from Milkshape.
then do what u want with it and reassign joints (if needed)
then take all the files that were in the model folder (all the smds, and the qc files) and drag them to a folder. then go to the Half Life SDK, and go to Model Tools or something like that, then find something called compiler or something.
Then take all the files in that folder and drag them over the compile all at once. Then a .mdl file should appear.
Enjoi