I dont want import animation to Esenthel only I want get .anim file from 3ds max.

To the person that wants to use esenthel animations :
This is what i do.

I export my model (no bones) as a wavefront obj

Next i import apply textures and rescale the model to 1 ..

I then load up the human skel and move and scale it into position and tweak bones..save it as the character your working on own skel file ..save the model file too.

Next i select my model and apply automatic skinning . I load up the default run animation and look for dispositioned vertices ..
Select the bone the vertice needs to be with go back to model and enter manual skin painting mode , sometimes it helps to switch
On orthographic and wireframe modes ..now paint all the vertices missed in the automatic skinning function..

Go back and forth to animation and view results .

Ps. Make shure that if you tweaked bone positions or orientations that if you zoom in on a bone you will see a small vector extending from its origin , rotate this bones correctly so that those vectors show upwards or vorwards i think its a normal vector so you should know how to rotate them or else some of the geometry may turn the wrong way according to this vectors rotation...
Save skel and model after that , apply a physics shape ..done

@Compulsive Compiler: Not really an optimal workflow.

Especially if you've spent days rigging and animating your character in another program.

Agreed ,i downloaded the op's example files
will look into them tommorow maby i see something someone missed maby not.

But good luck to him in the meantime

Yup esenthel shows no animation or keyframes when i imported your file ..

Did you try dae exporter ? I cannot open the max file since i dont use 3dstydio..
Anyway good luck