No, not really. I've seen a few on line services, but not an app you can download and use. A lot of the online services, basically take the MAX file, load it into 3DS Max and export it out. I've heard of professional grade converters, but I've never seen one (or the output from one).
Then there's the real problem. Most Max files are not meant to be printed, as 3D Studio is intended for animation not solid modelling. If you do a straight export of a MAX file you usually find that it's not manifold, has loads of errors, and loads of open surfaces.
There are tools in 3DS Max to convert surfaces to shells (solids), close holes, and such, but they are time consuming, manual work. There's no "automatic", fix everything.
So your options are petty much to see if you can find the same object in a different format, or get a copy of 3DS Max and learn how to use it (at least in as much as you need to learn for conversion purposes).
To print or, 3D print, that is the question...
SD3 printer w/too many mods, Printrbot Simple Maker Ed., FormLabs Form 1+
AnyCubic Photon, Shining 3D EinScan-S & Atlas 3D scanners...
...and too much time on my hands.