There  are 2 gmax grabbers, 1st include help
gmax listenner window has some restrictions ( you cant copy all text in listener ) You need gmax grabber for export obj from gmax ( check out main part of forum - using gmax for learn How to export obj from gmax )

1st - Yagg , include help here http://www.doubleshadow.wz.cz/yagg/

2nd - gmax grabber search on this page http://www.davidhsmith.net/Essential_Tools.htm