Hi kaeau
The screenshots of your work looks excellent
I think they would fit in perfectly in UFO:AI.
I wouldn't worry about the format (.max files in this case) you send us. If neccessary we'll convert them to the needed format anyway.
On a related note:
In general we try to move to Opensource software (e.g Gimp, Blender, Wings3D) and use these formats for your artwork-'sources' as good as we can, but this isn't a 'must' in any way.
One of the main reasons is that this way everybody can change the files later on no matter what operation system he uses and if he has access to a version of max (or other software) or not.
But I believe you know that already
Cheers,
Werner