All preview images rendered using 3ds Max 9 built-in Mentalray render engine, so no other plug-ins are required.
In max file, the modifier stack is not collapsed, if you want you may make changes as you wish, as well as you can use different meshsmooth levels according to your needs.
You may use 3ds and obj formats in any software which support these formats, including 3ds Max, Maya, Zbrush...
You may have to install 3ds Max Service Pack 2 in order to make meshsmooth modifier work correctly.
You can download and install 32bit and 64bit versions from Autodesk website for free.