3ds Max (and its previous version 3D Studio Max supports both import and export of IGES model files, which is pretty much what igs to max conversion represents. In order to produce .max files you first need to create a new project in 3ds Max and using the import function import your .igs file. After that you can save / export your model to whatever file you need, including .max scene files.
Open IGS file Open MAX fileA 3D CAD translation software