Blender supposedly can convert graphics saved in VRML format (.wrl) to 3Ds Max graphics (.3ds) so it may be worth a shot for a direct wrl to 3ds conversion. Possibly other 3D programs may also be able to convert wlr to 3ds, but for some you will have to use some middle step exchange format or online wrl to 3ds converter.
Open WRL file Open 3DS fileA command line converter for 3D format
A commercial online CAD converter
A 3D CAD translation software