You may be better off posting this on the Max Forum.I use Max 3.1 and there are considerable differences I know,but in 3.1 if you add the bump map to the object after youv,e added the diffuse/texture map, then the bump map is displayed over the diffuse map in the preview window blocking it out.This corrects itself when rendering but I don,t know if that is the case in 2.5. (I am assumimg that your building the texture up all on the same module in the material editor)