Is there a software that can convert .max files to .ojb files? Where can I find one?

If you have 3DS Max, you can export it as a .obj from there. If not, check here for some more detail: gamedev.net

Nice article there, but is there no dedicated software that is primarily designed to do it?

3D Studio Max is that application, but it's $3600, I think, for a single license. There's another application that can do it, based on that linked thread, but it requires a valid 3DS license on your machine.

Your only other option seems to be using a combination of MilkShape & gmax.