There are some things you need to check:
1. When 3ds Max saved the object did it bake the light textures on?
2. Make sure you are designating which light to SET LIGHT TO OBJECT POSITION.
3. When you make lights in DB sometimes their range is really jacked up, extending to 3000 units or something like that try scaling down the range.
4. Before you add any external lights play around with the ambient light and ambient object light.
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