I dont use 3DS Max, but I know many people do, so help should soon be on the way.
I think, as far as I know, you need to download something like the Pandasoft .x exporter. (google it)
once you've got that you can export your models in a Format that FPSC actually understands, then you can use ECS or SIGNS or the Free Entity maker from the TGC homepage to import the models into FPSC.
Thats just breif though. I'm sure someone better versed in 3DS will give you a far better description, or point you towards a tutorial.
butters