Anyone knowa piece of software able to convert a .max file to a .blend one ? I found several converters on the web but none of them allows that.

There is no converter that converts to .blend
But there are other possibilities.
Convert it to .vrml (version 1.0 !!!) or .dxf (better).
Blender can open these files BUT: materials and such things can''t be converted and in VRML the whole scene is converted to only one object (even if there were more than one objects in the .max file). Also Blender can''t open files that are VERY big...for example I tried to open a .dxf file (2megs or so) and it didn''t work. I hope someone will develop a real .max to .blend converter...
By the way I''m using Crossroads for converting and I think it''s pretty good (and free).