if you didn't do this in Blender, either ignore or apply to your modeller of choice.
If you modeled this in Blender (you don't state) you'll have to create your vertex groups manually (don't Auto Create). If you let Blender do it it will associate with every nearby bone and you'll get unwanted deformations. If you're in Blender, go back in and change the vertex group associations in Edit mode to however you want them.
If you've used Physique to link the bones to the mesh you'll need to make sure you're not using deformable envelopes. To get the same behaviour in Ogre as you're seeing with Physique in 3ds max you have to use Rigid envelopes.
I try to modify the settings as you saying. ( I can not make sure I am in the right way, so I take a screenshot. )
But the result is same.
I found the models made from our artists.
There are the same troubles when I load it with OGRE.
First thing I've noticed is that all you've done is set the viewport display to use rigid envelopes. I don't think this enough. I think you're going to have to reassign bones to Physique, and when you do that you set rigid envelopes there (or you can go through each bone and turn on the rigid envelope and turn the deformable envelope off)
Easiest way to tell which type Phyisque is using is by the colour. Rigid envelopes are displayed green and deformable envelopes are displayed in yellow/red.
Try to change "deformable" to "rigid" and the result is same.
I also can not make sure I am in the right way, so I take screenshot again.
The following is another screenshot. The model is ok when animating in OGRE.
I can't really be sure what the problem is then if changing the envelopes doesn't solve it. Seeing as though it's seems like a relatively simple model, have you tried using the Skin modifier instead?