Takaro did a great job and finished the work on his "Cry Importer for CGF, CGA & CAF files". This utility allows you to import CGF, CGA and CAF files into 3D Max 6 and above, including skinning and bones. Also support for facial animations on character models is given as well. Some features of the importer haven't been properly tested, so if you find any errors or have other suggestions feel free to post them in the forum!
Download CryImporter Version 1.0
CryImporter for CGF, CGA & CAF files