The most obvious software pick for skp conversion of any kind would be SketchUp, because it is the program from which .skp originate. Export to 3ds Max format is possible, albeit only using the commercial version of the program. 3ds Max itself also should have support for SketchUp formats, so this might be a viable alternative for skp to 3ds conversion.
If you do not have access to either of these programs, you will have to find some other 3rd party alternatives that support for SketchUp format.
Open SKP file Open 3DS fileA converter for 3D formats
An online CAD conversion service
A commercial online CAD converter
A 3D CAD translation software