The acceptable formats are STL, VRML2/97 (.wrl), COLLADA (.dae), X3D and OBJ. (not MAX or 3DS)
From the Humster3d site: The Customer may NOT store [items] any place on a network or on the Internet where it may be referenced by a third party. In this case, Shapeways would be a 3rd party, and I doubt Humster would be happy about it.
What I've found on many such sites, is that the models look really pretty, but they're only skin deep
Often the models are skin-only with no inner structure to them such that they won't work for 3d printing. Beyond that, they're not hollow. It IS possible to take such files and fix them up for 3d printing, but they can consume a LOT of hours to get them to a usable level..
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Sites like Humster3d, ShareCG and TurboSquid all were created before 3d printing became popular. Their licenses haven't been updated to address 3d printing. So, a bit of caution would be advised before you use their models at Shapeways.