After you imported your model succesfully inside 3ds max (i recommend fbx for imports) you have to do:

FOR THE OBJECT

• preparing well edges for ingame usage
  • select your object (you can always press (Z) to move the camera directly to your selected object)
  • go to 'Modify' > open dropdown list > select Nel Convert (this will add 'Rykol Patchmesh Convert')
• check for material ID
  • add 'Edit Poly' (not 'Editable Poly') from dropdown list, press (5) to enter the element mode, select all of your object (strg + a) and in the Meterial ID box the ID has to be between 1 and 100 in generell or it will not be supported well later, so change it to 1 when no mat ID is necessary
• auto smooth your object
  • (still in element mode and with everything selected) scroll down to 'Polygon: Smoothing Groups' and select 'Auto Smooth' with a generell value of 45,0 - if this won't work fine enough for your model, use the numbers of poly groups
• resetting XForm (this is important to export your model as a .shape later)
  • go to 'Utilities' (hammer icon) > Reset XForm > Reset Selected
  • go back to 'Modify' (second icon) > Right click on XForm > Collapse All (this should now end in 'Editable Poly')

FOR THE MATERIAL

(press (M) to open the material editor)

• right click in the view and add:
  • Materials > Nel Material
  • Bitmap > Your texture file
    • combine your bitmap with the Nel Materials 'fTexture_1'
  • Bitmap > Your specular file
    • combine your bitmap with the Nel Materials 'fTexture_2'
• preparing Nel Material for ingame usage
  • in Nel Basic Parameters:
    • changing Ambient and Diffuse color to 'white' and Opacity to '100'
    • changing Specular color to 'white', Level: '2', Glossiness: '9'
  • in Nel Material
    • change Shaders Type to 'Specular'
    • unmark (disable!) 'Enable water splash' - Please don't ask me why it is autmatically enabled. Maybe they were just water junkies :-)
  • in Nel Textures
    • recheck that all texture files are fine
    • check (enable) 'SpecularMap'
• make your texture/shader shown in 3ds Max
  • right click on your texture or shader in the VIEW-Screen and select 'Show Shaded Material in Viewport'

EXPORT

• go to 'Utilities'
  • select 'More...' > 'Nel Export' (a new list appeared called 'Parameters')
  • make sure you have your model selected and choose 'Export model'
  • give your file a good name and save it as a NeL shape file (*.shape)