You dont need to bump map the ship in max tho it will help you in creating the maps themselves. the model viewer automaticly searches for any texture file with " __bump", "__spec", and "__lum" in its name.
example: if you have a texture named "cruiser01.tga" the viewer will search for "cruiser01__bump.tga","cruiser01__spec.tga", and "cruiser01__lum.tga". these textures do not have to be mapped to the model for them to work. As long as they are the same resolution as the diffuse texture (cruiser01.tga), and they are in grayscale. If you read the documentation that came with the model viewer it will explain all of this in much greater detail.
I bump mapped my connie in max to help me make the bumps themselves, and to view the results. before i exported it i removed the bump, and self illumination flags from all the textures in the material editor. fair warning, the bump maps look much different in game than they do in a max render. they arent as strongly pronounced in the model viewer. working on compensating for that.
To convert the .3ds to .lwo i used Deep Exploration. some people also use polytrans.
bit of good news is i managed to talk a homeworld tool guru code monkey into taking a look at the game, and seeing if he can create a tool that creates, and edits the hardpoints without having to use lightwave. (like visual mex edit does for homeworld models) well see how that goes.