The unit system in Maya is different from the unit system in 3DS Max so you will need to scale down the girl. To do this select everything and press r to scale her. Put the mouse in the center triangle so the cursor becomes a triangle and click and drag down to scale her down.
Scale her down so she is about 1.5 units tall. You can see how tall she is by unselecting everything and putting the mouse at the top of her head. Her measurement will be the number next to the Z: box at the bottom right of the 3DS Max window. Also make sure she is in the center of the grid when viewed from above. The center of the grid will be her center of mass in Alice. Her feet should be touching the bottom of the grid when viewed from the side, this will become the ground plane in Alice.
Now you need to move the pivot points on each subpart so it will rotate properly in Alice. To do this, select a part and then go to the Hierarchy tab at the top right of the screen . Make sure Pivot is highlighted and click Affect Pivot Only.
Now you can move the pivot by clicking on the arrows. Make sure the pivot is in the right place by checking its placement in all of the viewports.
Make sure the pivot point is correct by rotating the object after placing the pivot point. In order to rotate it, unselect Affect Pivot Only by clicking on it and then rotate by pressing e. Move the pivot point of every part like this.
Next you need to reset the XForms on the model. Click on the Utilities tab , click on Reset XForms, make sure everything is selected, and then click Reset Selected.
To give the model the hierarchy you see in Alice, you must click on the Select and Link button at the top of the screen to link everything. The way this button works is you click on the child object and drag the mouse to release on the parent object. The foot is the child of the lower leg so click on the foot and drag the mouse up to the lower leg. The child object should be highlighted at first and then when you release on the parent object, the parent object will be highlighted. If you highlight the wrong parent object just repeat with the correct one. Make the foot the child of the lower leg, the lower leg the child of the upper leg, and so on. You can view the hierarchy by unselecting everything and clicking on the Select by Name button . In the end the hierarchy should look like this:
One important thing is never reset the XForms while there is a heiarchy. If you create a heirarchy and then want to reset the XForms, unlinked everything by clicking the Unlink Selection button . If you reset the XForms while there is a hierarchy it may damage the model and the result will be undoable – you will have to revert to the last time you saved.
Once the heiarchy is complete the model is complete and ready to be imported into Alice. Go to File -> Export and navigate to where you want to file to be exported to. Make sure it is in the same directory that her texture is in. Change the export type to be Ascii Scene Exporter and click Save.
Check all 3 of the boxes in Mesh Options and click OK.
Open up Alice and go to File -> Import and then navigate to the .ASE file. And now you are done. You can animate your character the same way you can animate the characters built into Alice.
If you are interested in learning more about modeling and animating, 2 excellent books I would recommend for Maya are Learning Maya 8: 3D For Beginners by Dariush Derakhshani and Maya Character Creation: Modeling and Animating Controls by Chris Maraffi. Learning Maya 8 is for beginners and focuses on all aspects of computer graphics while Maya Character Creation is a more advanced book and specializes in character creation.