where can i find the way to load a .max file directly to my program or to my own file format?how can I know the format of .max file?

You don''t really. It doesn''t make sense to read the MAX file.

The reason is that many of the modifiers don''t actually modify the MAX model. Instead, the MAX file will store the original geometry + parameters for the modifier. For example, if you have a model and you apply the twist modifier, the MAX file will contain the original geometry plus instructions for twist.

Long story short - use a different file format.

Then......how to load a .3ds file?

i think you''re searching for this:
http://www.gamedev.net/reference/articles/article1259.asp

"Researching potentials means creating mental models of things that don''''t exist." S.Lem