You can import NX files as 3ds Max Body Objects.
NX is a solid modeling package based on the Parasolid kernel. The package contains many (mostly optional) modules, for example CAD, CAM, CAE, sheet metal applications, knowledge bases, quality control, and rapid prototyping. The file structure is binary.
3ds Max does not export the NX format.
Support for the NX format is provided by Autodesk DirectConnect.
There are no import options. When you import an NX file, 3ds Max displays a progress dialog and a progress bar. When import is complete, the Body Objects appear in 3ds Max viewports.