Hard to do. Max uses mesh, IGES uses Nurbs.
-Rightclick Convert to Editable Patch
-Rightclick Convert to NURBS
Export as IGES
-Import OBJ or 3DS Mesh
-Type _MeshToNURB (only works for Meshes with less then 20,000 Faces)
-Clean up with _Join _MergeAllFaces (evtl. Timeconsuming) _ShrinkTrimmedSrfToEdge
Save as IGES