What part of my reply (the previous time you asked this) was confusing?

I see you asked about applying materials when attaching all objects together (in the first option I gave you). The easiest way is to have all the objects textured before attaching them. Max will automatically make a multi/sub-object material for you.

You said you didn't understand the second option I gave you (the one I use all the time, by the way). Since it always works for me, I'll try to explain again, more explicitly:

In Max:

1. Select all you objects.
2. Go to the Utilities tab (the tab with the hammer icon), click "reset xforms" and then "reset selected".
3. With all your objects still selected, right click, select "convert to editable mesh" (this will collapse modifier stack).
4. Object by object, check to see if the pivots of your objects are in reasonable places (preferably, in the center of each object, usually). If not, center the pivots.
5. Link the objects into a heirarchy. If you don't know how to do that, check Max's online help.
6. Make sure all your textures are named according to DOS conventions (eight characters only).
7. Export 3ds file.

This has worked 100% for me.

steve (kongorilla)