In 3ds Max, you are suggested to generate characters by modifying "skin" with skinned meshes and hierarchy bone structures (standard bone / Biped). It is fine to set a character in a T-pose without other rigging controllers.
Using FBX (version 2012.2) to export: Select preset "Autodesk Media & Entertainment", and enable "Animation" if animation is embedded.
Import the FBX file and convert it to a "Non-standard character" . For characterization, rotate bones into a T-pose, map at least 15 bones (use the 3ds Max Biped preset for quick bone mapping), and adjust for posture alignment. Click "Convert" and export the iAvatar file (enable "Geometry") to the iClone Content Manager.
Go to "Actor" >> "Avatar". Find the character in the Custom folder you just exported from 3DXchange5.