From what I can gather from the images, it seems that 3DS Max applies some sort of modifier on the model (I don't use 3DS Max, but it would seem something similar to subsurf in Blender). The 3DS Max model looks smoother (probably has more polygons) due to the applied modifier. This is highly evident if you take a look at the shoulders (they are round in 3DS Max, and blocky in your application). This can have an effect on the way the model is lighted, and therefore you can not achieve the exact look as in 3DS Max, unless you can also export the model with the modifier applied, or remove the modifier in 3DS Max and then compare.