Alhexx: i dont know ... it depends on what import formats does your max support. (Mine can open only .MAX, and i haven't hacked .max format yet
)
Mofokubik: free 3d programs ... maybe MilkShape, i think that it can work with HalfLife models, but IMHO MilkShape sucks ...
I would do it like this:
Get Milkshape and DeepPaint (trial).
Convert models to Lightwave format, open it in DeepPaint, and save its textures.
Convert models to some other format, which can be opened by MilkShape (it cannot open Lightwave 6 format, that sucks), and add textures.
IMHO that is easiest way.