An new quick tutorial on installing the 3dsMax exporters and exporting inanimate meshes is added to the tutorials section: http://www.yogurt3d.com/support/tutorials.html
Don't forget to read the readme files in the exporters directory. Your meshes should be in an appropriate format. Basically, meshes other than in Editable Poly format or without proper UV unwrappings can be problematic.
If your model has a bone structure, you may use the "Animated Mesh" option to export the mesh, plus the bones in the bind pose (frame 0 pose). Use the animation exporter to export the animations for your skeletal mesh in separate YOA files.
Feel free to contact us if you have any problems.