you can’t use actual 3d objects from maya or max, but you can fake it sometimes.
1. Make a new comp the size of your particle (ie:30×30) within your existing comp.
2. Within that comp make something 3d like two 2d layers intersecting each other, parent them to a 3d null object and rotate the null. You should now have a 3d looking object rotating
3. Go back out into your main comp, pick a custom particle in particular and select your new 30×30 comp as your particle.
You should now have a fake 3D particle emitting. you can make some cool stuff this way, but it won’t work for every project.
hope this helps.
mike.