I’ve written a little macroscript for 3ds Max that converts the exported fiber geometry from Zbrush 4 R2b to splines.
http://www.moonjam.com/CG/FiberMAX/AJ_FiberMesh.zip
To install it, either place the Macrosript in your 3ds Max scripts folder, or drag it onto your open 3ds Max window. Right click on a toolbar & choose “Customise” from there you should find a new category titled “Zbrush4 R2b” and in that an Action called “FiberMesh to Splines”, which you can then drag to a toolbar.
Once you’ve exported the fibers from Zbrush to 3ds Max via GoZ (or exporting), press the button on the toolbar & it should (hopefully) convert the polys to splines. I’m afraid I’ve only tested this in 3ds Max 2011 so far, so can’t guarantee it will work in other versions.
I’m not a coder so it’s not very well written but hopefully useful to someone. Also, if someone who actually knows what they’re doing wants to edit it to make it work faster/better then be my guest 
Cheers!
AJ