Have you tried exporting .STL files from Inventor? I have done that from SolidWorks, and was able to import .STL into max. If it's a complicated part/assembly use the lowest quality settings to keep the file size reasonable.
I also found this "Tips and tricks on importing Inventor files in 3ds Max.":
http://area.autodesk.com/blogs/maxst...els_in_3ds_max