The first thing you need is a VRML browser to view your VRML files. At this point in time, the 3DS MAX exporter is used best in conjunction with SGI's Cosmo Player when producing VRML 2.0. However, there are several browsers available for VRML 1.0 and 2.0. Below is a list for each. If you are producing alot of VRML 2.0 its good to have the various browsers on hand to see what your work looks like.
Different browsers render differently and have different navigation setups and capabilities.
Browsers Live3D VRScout 2.0 Browsers Cosmo Player Community Place RealVR A text editor VRML is an ascii based language. When you learn it you can read it like music and alter it at will. You will inevitably be looking at your code and tweaking it, so break out the word processor. The VRML exporter Grab the exporter from Kinetix's site. After you install it, read the help files, do the tutorials and look at the VRML samples.