Most users probably look for a way to convert their scanned .max files created either with old Scansoft PaperPort or later Nuance PaperPort, especially if they do not own the original program. The easiest way would be probably to download the trial version of Nuance PaperPort and export your files there to PDF which you can later convert to pictures, including common JPEG.
Alternatively you can Google a bit for the old Scansoft PaperPort Viewer, which supposedly can save .max files as .jpeg files. The program is a little outdated though. One still existing link for download this viewer can be for example found here.
Without PaperPort or the old viewer it is probably not possible to convert these .max files to anything else.