While I've not tested it myself, the OSGExp exporter claims to support 3DMax snow and spray particles. You can read about what the exporter is capable of here:
http://osgexp.vr-c.dk/documentation/HOWTO.htm
To download and install the free exporter, go here:
http://osgexp.vr-c.dk/?Downloads/Executable+files
and grab the latest version. Once installed in 3DMax, you'll see "openscenegraph osg/ive" as a new export format option. Export and .osg and then add directly into Vizard.