1.Adding any Mesh-based modifier will effectively convert the spline to a mesh first.
These include EditMesh, MeshSelect, UVWmap, Material, Normal, Relax, Smooth, UVW X-Form etc.

Note that an EditMesh modifier is much "heavier" than a MeshSelect modifier in terms of Geometry Pipeline overhead.
An EditMesh modifier is supposed to keep selections, change normals, smoothing groups, MatIDs etc.
A MeshSelect modifier does just the selecting, so it is a good idea to avoid using EditMesh unless
you have to change many different properties of the mesh at the same time.

Also, when creating a text that is going to be flat and mapped, it is easier to add
the UVW modifier directly to the spline instead of first adding and EdtiMesh or MeshSelect
and after that UVW map...

NOTE: In case you add an EditMesh modifier and you are SURE you will never need the
spline settings again, you can convert the mesh to EditableMesh by collapsing the stack.
This will greatly speed up MAX...

2.You can click or right-click the "Edit Stack" button if you are sure you will never
need the spline settings again. From the list, select "Convert To: Editable Mesh".
This is not really the MAX style, since you cannot edit the history of the object anymore.
But it is there and if you are 100% sure, you may use it.

3.Adding an Extrude modifier with height of 0 (as suggested by another posting)
will LOOK like a solid shape, but it will have MUCH MORE vertices/faces!
In the case of a default circle, EditMesh generates 28 verts/26 faces.
The Extrude modifier generates 56/108 !
This is because there will be top and bottom capped splines, and also side faces
with height 0. (Like a flat cylinder)