Okay... if you made the mesh in max6 like you say you'll have the max file. Open that, click file>export and select .ASE --voila
If you don't have max, then like smo said ms3d has an ASE exporter, so (i dunno how to use milkshape) import your 3ds then export it from there as an ASE.
[Note: that's exactly the same as what smo just said but with a little extra explanation. read up more carefully before saying ya dont understand next time
]