Hi there,
I'm also quite new to DBPro and use 3ds max R3. I had quite a few problems with 3ds files at first but here's what I discovered:
1, The DBPro Demo is RUBBISH.
I have used DB Classic for some time and found many of my old programs wouldn't work with the demo version of DBPro, especially ones which used 3DS Models. Even simple code failed to run. I've since bought A full version of DBPro and downloaded all of the updates. That solved all of my problems.
2, Even the fully updated DBPro will not display 3DS objects that contain any limbs without UV mapping. They load in ok, just don't display. So make sure all of your objects contain UV mapping and you're laughing.
3, X Files load 10 times faster than 3DS Files. There are several plugins for max that will export to X files, but i found none of them retain animation data correctly. Your best bet is to download the DB Classic demo and find a program called DBConv.exe (in the tools folder) copy and run it in your models directory and it will convert all your 3ds models to X models.
Hope that gets you going.
(Buy it, you won't be dissapointed)