As far as I know, based on my modding knowledge for the GTA-series and the NFS-series, the converted models from different games like Burnout Paradise, Saints Row 2, Mafia etc. are exported via 3Dx-Ripper drirectly ingame. I Never used this tool before, but afaik it uses the directX rendering to rip models and textures directly out of the game, ready to import it as a scene into 3Ds-Max.
Importing into the game only works correctly if the complete material settings, model specifications, hierarchy of the model parts, skeletons for player and npc models, dummies and texture formats, as well as the 3d model formats are known.