I want to make some interesting poses for a rigged model, like a pose of a warrior with a shield, or using his sword and swinging, and then freeze it on that frame
and export it. I already rigged the model to the human body and i know how to get it working in 3DS Max, but I would like to know how to:

a) Get a shield/weapon into the model's hand reliably.
Freeze it on a frame I animate, and export it.

Any tips would be really helpful

Easiest option is to just Import all of the assets you need into a 3D App the Skeleton -> Meshes -> then pose them -> From there COllapse all of the Meshes to Editable Poly/Mesh -> Hide the Skeleton -> Export the Meshes as a Static Object.nif.