Basically the answer is you can't. Had thought there was some discussion of this in the forum but a quick search only uncovered the following:
http://www.alice.org/community/showt...highlight=Maya
The problem is that Alice 2.0 does not support articulated models, i.e., there are no such things as joints, bones, skins, etc. - only meshes and textures.
Additionally, most conversion programs (for 2D and 3D) generally don't import a full layered hierarchy - so you either just get a single mesh or a flat structure with many, many parts (not infrequently into the hundreds). In addition to being difficult to sort out, Alice really slows down with these complicated models.
At one time, Alice 3.0 was going to support fully articulated models. I don't know if this is still planned (it seems quite ambitious) but if so, hopefully you will be able to import that style of model also.