First make sure to save your 3d max files into *.3ds and not as *.max format and then you need to download and install the "3DS In" add-on for archicad, if it is not already there with you, the addon should be available under File > File Special
Go to the AC 13/14 Help Menu > ArchiCAD 14 Downloads which will send you the the web page for the 14 "goodies" including 3DS In.
Do some searching on the forum, this topic has been discussed many times.
All the best!
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