Hi,
This is a frequently asked question, and the answer is that you need Autodesk 3DS Max respectively Autodesk Maya to do so. The reason is that the specifications for both formats are proprietary to Autodesk, and supposedly very tightly bound to the internal doings of their 3D applications: even given the specification, exporting meaningful geometry into other formats would basically mean re-implementing 3DS Max.
Eddie, CGTrader