Ok, came across this and thought alot of people might find it handy. This is a rendering engine, as well as the export plugin that alows you to use it with Gmax.

First thing you will need is YafRay, a ray tracing engine. (free ofcorce) Which you can get here:

http://www.coala.uniovi.es/~jandro/noname/downloads.php

The next thing you will need is the gmax export plugin that makes the two of them compatable, which you can find here:

http://www.xzzy.org/halo/gmax_render/

All doncumentation, links, downlods and tutorials for the mentioned, can be found at those places to .