I've been using 3ds Max 2013, this is what I have set:
Edit: Okay, I feel silly. I noticed it said DISPLAY units. So I clicked the System unit setup, and I converted the system unit scale to have 1 unit equal 1mm. I tried exporting, but still no dice... It's still being scaled up to inches here on Shapeways
Edit Edit: Okay, I think I figured out the issue. Shapeways (as it should) Doesn't assume that my coin is a whole object, as a whole, it would abide my regulations. Each individual part however, doesn't. On top of, me not using the proper program settings. I just had to convert my coin into a single poly object, but now I have to re-size it to be exactly how I want it, which is proving a pain. I'll get it though!
Edit Edit Edit: I'll have to do some more work on the sizing and try to figure out how to reduce it... I nailed the perfect size, but 60$ for a stainless steel version? I understand the cost of materials, but I don't understand how it could be that expensive for an object roughly twice the size of a quarter (and flat) while there are similar rings with half the cost, that seem to have a higher cubic cm from depth