It should be quite easy to do. 3dsmax has some sort of ASCII file format (forgot the name, don't have 'Max on hand) that look eerily similar to ASCII GMF. You can try some simple copy-pasting of meshes.
Otherwise, just write some Python to parse GMF (or use PyRA2) and export to your favourite file format. Start with the meshes and & transfor matrices, then do textures, materials & Tverts, then you can try importing some of the meta-objects (points, constraint, simulation parameters) into a representation viable for your 3d program of choice.