Te first thing to do is use the OBJ format, the texture coordinates are kept better that way; there are Habware plugins called obj2max and max2obj that allow you to import and export obj files. When using it, make sure that when you export obj's you have it set to have ten digit coordinates. Then import a poser figure to use for scale comparison, but when importing and exporting, import with a scale of 100 and export with a scale of .01, or everything will be too small to work with; the P4 dork, for example, is about .7 units tall. However, if exporting a posable figure, scale it before exporting, as the habware plugin doesn't scale things properly. As for some of the walls not showing, that could be caused by reversed polygons. They will show when rendering, but not when simply present in the scene with document display modes.

Remember, kids! Napalm is Nature's Toothpaste!