NoteIf you do not see FBX file extension the
                  File of Type menu, it did not correctly install or is not the correct
                  version. Check that you have the correct version of the 3ds Max FBX Plug-in and
                  reinstall it. Do not run 3ds Max while you install the plug-in.
                  See 
                           Web updates for
                  information on how to verify your plug-in version.