I'm using 3D MAX 20011.If I convert model in *.3DS or *.OBJ no errors are present. But if I convert in *.DAE I receive errors:

1)While reading or writing a file the following notifications have been raised.
-Warning: Null not supported by COLLADA. Node Group01 will lose its geometric information. The node transforms will be saved.
-Warning: Null not supported by COLLADA. Node Group02 will lose its geometric information. The node transforms will be saved.
-Warning: Null not supported by COLLADA. Node _______________1 will lose its geometric information. The node transforms will be saved.
-Warning: Null not supported by COLLADA. Node _______________2 will lose its geometric information. The node transforms will be saved.

2)The plug-in does not support the following objects' geometry type and will convert them to an editable mesh. Morph and skin deformations may be lost. If 'Enable in Viewport' is deactivated, closed shapes are capped and open shapes are converted to dummy objects with no edges or faces. If 'Enable in Viewport' is active, the Viewport settings are used for the mesh conversion:
-Line05
-Line02
-Line06
-Loft02
-ChamferCyl01
-ChamferCyl02
-ChamferCyl04
-ChamferCyl03

3)The plug-in does not retain the orientation of Diagonals on Editable Poly objects. This could have an impact on modified UV coordinates. Refer to the Online Help for more information. The following objects are affected:
-Line04
-Line07
-Line10

4)The plug-in will tessellate meshes according to iteration values in corresponding TurboSmooth modifiers. The following objects are affected:
-Plane08
-Plane04
-Plane09
-Plane02
-Plane07
-Plane03

5)Failed to export the following materials, they will be exported as generic materials:
-03 - Default
-04 - Default
-06 - Default

Help please who converts in Collada.

please check the documentation, you're probably using builting 3ds max collada.
doc says to install external collada plugins (you have links in the docs)

IIRC, the plugin in the docs worked for me.
Btw, why are you using .dae when .3ds works?

.3ds doesn't work with animations.. so then is .DAE needed

Thanks all. I Have downloaded a plug-in all works