You have an animated scene in 3d Studio max and you want to convert it Cinema 4D scene with as successful as possible.
Of course, working logic of theese two softwares are too much diffrent to eachother but it is possible with some little missing.
I have a scene in 3d Studio Max. I have lights, camera, animated objects etc.
Firstly, we should merge 3d Studio Max modifiers. To do that, press Ctrl+A to select everything in scene,
Right click and select [Convert To:] > [Convert to Editable Poly]
This will merge if there is special 3d Max modifiers. (Don’t worry, will keep your animations)
Select Export > Export from menu;
Select Autodesk (*.FBX) as file type and write file name and press Save.
FBX Export window will pop-up. Change the settings as image below;
For [Bake Animation], in [End] write down the frame of your scene. (My scene was 150 frames long, so I wrote 150)
Note: Sometimes scale factor can broke your scene (objects may be too small or too huge), change scale factor from [Automatic] to manual. You can try centimeters.
When you finished settings, click OK. It may give some warnings and errors, don’t worry, say OK.
If you have problems about .fbx settings you can use my Fbx preset file for 3d max.
Put this file to;
Extract the rar, put .fbxexportpreset file to;
(Theese settings for 3d Max 2012 if you use another version, select that version’s folder)
Now you can choose Presets from the top of FBX Export window.
Launch Cinema 4D.
From [File] > [Open] select your saved .fbx file
A window will pop-up;
Set the settings like below;
And press OK.
It will pop up a new window;
Check [Frame Rate] and write down 
Check [Animation Start Time] and write down 
Check [Animation Stop Time] and write down the frame count number of your scene
Correct time line long. I corrected it to 150
Now play your scene. You will see everything is going okay. But there is a camera rotation problem (in general you will see, head of camera is like turned)
To fix this camera problem;
From [Window] select [Timeline...]
In Timeline editor, find your Camera and its [Rotation] settings;
You will see; it is not starting from 0 (zero) point.
Now select [Rotation . B] and it will select all Rotation.B frames. Now hold from first key and pull them down to Zero.
Close timeline window and play your scene.
That’s all folks,
Stay in Fxfx.org!