Should be simple to do. Especially if all your files to be processed are in one directory then it's really easy.
files = getFiles "c:\\foo\\*.max"
for f in files do
loadMAXFile f; -- this would load each max file found in turn
-- so you would do something like:
-- call load function
-- save file
Obviously just changing the path to point to your folder and ".max" to be whatever extension you're looking for. If you want the script to handle subdirectories then it can get a little more complicated (e.g. if you want to mirror the directory structure within another root path or something like that). It's not that hard though and I'm sure myself or someone else here could help with that if it was needed.
If you search the maxScript help for "External File Methods" then there's more info about this type of stuff there.