Which plugin did you use to export the MXS sequence?
In any case, the simplest would probably be to use network (
edit: or use Herves even easier suggestion) even if you just have one computer to render on. Just start Manager, Monitor, Node on the same computer. From Monitor, click Add job button > Animation and choose the first MXS. It should automatically detect the sequence if the files are named yourscene0001.mxs, yourscene0002.mxs etc. Which method you choose depends how much monitoring you need. If it's a smaller sequence, entering the frame range directly in Maxwell.exe is easiest.
Network rendering is described in detail the online docs under network rendering:
http://support.nextlimit.com/display/ma ... ork+render
If it's not a sequence, you have a "batch script" example included with the install which will render any MXS found inside a folder, available from Maxwell.exe (menu row at the top: Scripting>Load script>batch render). More details here:
http://support.nextlimit.com/display/ma ... ript+panel
Maxwellzone.com - tutorials, training and other goodies related to Maxwell Render
Youtube Maxwell channel