Yes, the GMax download is broken (last I checked) or the file gets corrupted on transfer. And don't worry, FileFront would never, ever allow illegal files into their server. It's as if they hire people to check every file with a fine toothcomb. FileFront rocks, and so does their forum.

I've used 3dsmax 6, 7 and 8, GMax, Blender and Wings 3D, and out of all of them I prefer the Max series. It costs you, but you'll not find a more powerful program. Argue with this as much as you like, but 3DSM rules the land of 3D modeling at this point in time.
I've not modeled much, though. Only map objects, a few weapons. I find it a lot harder than mapping, but that may be because I've always been a mapper at heart.