This is a frequently asked question, and the answer is that you need Autodesk 3DS Max respectively Autodesk Maya to do so. The reason is that the specifications for both formats are proprietary to Autodesk, and supposedly very tightly bound to the internal doings of their 3D applications: even given the specification, exporting meaningful geometry into other formats would basically mean re-implementing 3DS Max.
If you are a student (or otherwise Academic), and your use case is also non-commercial, you may be eligible to get the student editions of MAX and Maya for free from Autodesk. Other than that, all you can do is buy a license or use a trial.
If you're using Max or Maya, a good habit is to export to FBX (or even use FBX as working format). FBX is Autodesk's exchange format, it is more accessible and there is a public SDK to read and write it.