When I was working in team to save time, explanations and avoid human errors to new animator in 3ds max, I made a button export animation for the Unreal Developement Kit (UDK) into FBX format, each option of the FBX Exporter are available and expose in the script. You are free to modify it as you need.
After you have downloaded one of the scripts below, drag it inside 3ds max, go in the menu Customize, in Customize User Interface... them go in the Toolbars tab, under the Category dropdown, and get the Anthony Roy category. Select and drag the script to one emplacement in your toolbar. You are now ready to use it.