So I've been messing around with 3DS Max 2012, and I'm trying to import some animations. I've got all the .kf files, but for some reason the Niftools plugin for 3DS Max hasn't worked, and there is no import option for .nif nor .kf.

niftools.org seems to be down, and the mirror they've provided only has plugins up to 2009. I was linked to another installer mirror that had options for all of the same versions, plus newer editions such as 2012 (both 32-bit and 64-bit). But that still hasn't worked either.

Am I just missing something obvious?

Perhaps try http://www.nexusmods.com/skyrim/mods/40209/, I've been using it for the last few months. It takes the original NifTools plugin and fixes many issues when importing and exporting Skyrim meshes, perhaps it can help you here.