Exporting to the Nif format with Max versions 7,8,9,200# will need more work then just exporting it directly. The Nif heirarchy isn't complete and you will need Nifskope to fix that. If exported directly and used in BC right away, you can experience a number of problems...textures not showing up properly, off center, not damage capable, etc...(Depending on what options are used during export.)
It's best to use Max 3, if you have it...if not, I do it this way as an alternative.