I'm sure of that an option to save 3d data from Google Earth (OSM 3D or any other GIS service) will be avaliable some day but now we have to do weird things to get that data. I hope this tutorial helps someone.
You need:
1. 3ds max 2011 or earlier (there is no .3dr import plugin for older versions)
2. 3D Ripper DX deep-shadows.com/hax/3DRipperDX.htm
3. GE v. oldversion.com/windows/google-earth-6-2-2-6613
4. Patience (sometimes it doesn't work as it should or doesn't work at all)

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