custom animations or stock?
for custom characters with custom animations you can import them as non-character entities and they will work with your own scripts.
if you want to use the stock animations and scripts you will need to use the stock avatar/skeleton rig.
graphix was working on ximporter for max which supports melee or ranged characters but think it's hit some issues with the Max importer currently.
necrym also has a behaviour for custom entities too which is supposed to be being added to Max at some point.