I have a 3D studio max files, and I want to view them without installing 3ds-max application.
Is there any lite program that just view these type of files??!
No, there is not, only 3dsmax can open .max files. You need to export your model to another format so that you can view them in the software of choice.
Audodesk Design Review is one option which 3dsmax can easily export to: http://usa.autodesk.com/design-review/
There are also 'online' viewers that one can use, it depends on what you need.