to clarify, i assumed either you don't have max or you don't know how to keep all the hard work in max

hence why i didn't suggest opening max and converting it to an obj file

they only carry basic info about the verticies (their position in 3D space, what they are connected to and their position in UV space)

unless i'm wrong they don't carry any info about any NURBS, bones, locators, weights, material attributes and what texture you have attached(although i might be wrong about the last one...)

i think the fbx file type can keep that info, so if you have max or someone has max tell them to export it as that if you have lots of info you want to keep