New 3ds max user here. Can you please let me know what I need to do to convert models in .3dm to .max using version 9. Do I need to purchase another program? Thanks

Have you tried Googling the matter?
Put 3DM converter or something similar in the search and check out links to see what is useful. There are a number of possible entries. I don’t see 3DM in the Max importer list so you’ll have to use another utility. I haven’t tried any of them, except I do have PolyTrans that will do the job, if I remember correctly. To get the 3DM model into Max you have to have a file type Max can read and then you import it for use.

Max 2012
Windows 7 64 SP1

A little pricey but it works great:

http://www.npowersoftware.com/pressreleases/pressreleasePoweRhinoToMax.html

([FA’S]: not spam, just answering a question.)

Just to clear things up further.
3DM is a Rhino file format, mostly it contains NURBS surfaces and NURBS curves.
Many 3d viewers support 3dm, but they cost money ofcourse.
If this import is limited to one occation maybe you can download a trial version of Rhino. Convert it to a mesh in rhino or export it to IGS to keep the smoothness of the nurbs. If you convert to IGS and the source model contains trimmed surfaces they might come out as untrimmed in 3dsmax.