I downloaded gmax, the textures, and the help files, but as you said, i havnt yet been able to figure out how to import/export any file type other than the .gmax.  Im downloading the tutorial atm and am hoping that it might shed some light (but i doubt it 

 ) on it.  To Windcatcher though, the zone converter its self works great.  I opened a bunch of the exported files with another program i have and played around a bit with some of them and it, and it was very neat.