to make an entity or a segment, you can use Entity creator or Segment maker. To import your own entities, you'll need to export from 3ds as .3ds and use the .3ds to .X converter program.
Entity creator, Segment maker, and the converter can all be found on the forums.
I could use a tutorial on applying textures in 3ds max if you don't mind! I know nothing about uv mapping, unwrapped UV, or multi-sub texturing. If you could, just send an email. Use the email button below my post.
thanks and good luck!
Nue B. or not Nue B. That is the question.