An important thing about cinematics is the MD5 files that the engine uses for camera and character animation. There are MD5 importers and exporters for 3dsmax, you'll find them in the thread linked to in my signature.
The other part you'll have to do is set up the cinematic by writing def files for entities (I don't know much about that part). A good way to learn about that is looking at the existing def files and browsing these forums, maybe using the forum search function with keywords like "cinematic" and "def".
Thanks for the help.I downloaded md5 importer and exporter.For now problem is that def files.I never used them before.Is there any detailed tutorial for def files?