To export keyframes in 3D Max for loader:
Go to Tools>Snapshot. Click the radio button labeled Range, enter 0 for From and 5 for To and make sure the Mesh radio button is selected (it usually is by default). In Copies enter the number of frames, in this case 5. Select OK. You will now see a bunch of meshes including your original mesh, each one called Something01 through Something05 (with Something00 being your original mesh you snapshotted). Press H (the Select by Name hotkey) and a window will pop up listing all the objects in your scene. Now select Something01, hold down Shift, and while still holding Shift select Something05. This will select Something01 and Something05 as well as all the ones in between. Make sure you don't include Something00 (the source mesh that was snapshotted). Notice that Something01 is a copy of Something00. Now, while Something01 through Something05 is selected, go to File → Export Selected. Export the meshes as a .3ds file named xxx.3ds. Make sure you choose Export Selected and not just plain old Export. Once finished, close the scene without saving it.