I was surprised to see so much hipe over GMax when it only exports in 1 file type, :/. I've seen some MaxScripts that allow me to export as MD2, which is what I want, however, I can't seem to get it to work. I get a runtime error "fopen is not an available write mode". Assuming I can get this working, I notice that gmax loads material textures from individual files, but i need them all in a single file that I can bind to model. How can I achieve all of this? I'd use milkshape 3D, but the GMax modelling environment is just 1000000x better!

all i can say is goodluck. most formats don't allow you to store the textures in one file with the model (like nif does). why do you need them all in one file anyway? to protect your textures?
if thats the case then please by all means leave your textures unprotected if its for your game. game mods (such as texture replacers) is what keeps games alive after they get outdated. in my opinion its a good idea to leave your models and textures unprotected unless you have a very important reason not too.

not to protect them (lol, my textures r not eorth protected, if anything they should be unprotect them so ppl can desamate them :P), its because my md2 model loader loads the textures from one file.

since plasma is a native exporter for gmax, does anyone know a .p3d loading class for opengl?

I don't fully understand the deal but as far as I know GMax is only meant to export to formats you have unlocked with game editing packs. Its not intended as a free tool, its paid for by game developers so fans can produce mods. If you get hold of a copy of unreal 03 or 04 I think those provide gmax packs. You can then export unreal models and animations and import them into milkshape without any trouble. Then you can export whatever format you like. I think.

It's possible to make your own GMax exporters with MaxScript, and some can be found on the internet. I don't know how to do this myself, but I have an .obj exporter that someone else made.

Gmax really isn't that great, I don't know what the hype around it is about. If you want free modeling go for Blender or Wings3D. I'm personally getting to be a pretty big Maya fan.