Launch Greyscalegorilla Studio and download any Gobo texture, right-click the downloaded Gobo thumbnail and select "Show in File Browser", start 3ds Max and drag the ".jpg" file into the Material Editor node.
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Click Lights on the Create Panel and choose Arnold from drop-down menu then add Arnold Light.
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Select the Arnold Light object and choose "Spot" as shape type. Then go to Modifier List on top of the panel.
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Select Arnold Gobo Filter from the Modifier List.
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Select Texture and drag the output connector of the Gobo texture node to the Slide Map path.
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Go to Arnold menu and select Arnold RenderView and render your scene.
