If you want some good tutorials you could go to these sites
http://www.3dtotal.com
http://www.3dkingdom.org
the first one has one of the best character tutorials ive ever seen.The second has a great low poly modelin/texturing/animating tutorial.
And you can load levels created in 3ds max in db pro and the can be saved as .3ds or .x
but it depends on what kind of collision system you are using.
if you use som kind of bsp-like collision like the nuclear glory collision dll does then you can load your whole level in 1 part.
but if you use a simple collision system then you have to load each building appart because its then easier to make collision boxes.
i hope im clear.
