Okay, here's my import settings. I unselect 'default'. After importing, ungroup the stuff. Don't use 3DSMax groups -- simply attach the seperate objects to the right parts. If you make a figure from scratch, collapse all the same-material pieces and then attach or boolean in the remaming parts until the whole thing is one single mesh, then chop it into pieces using primitives or modified primitives or extrudes and the boolean->cut (split) operator. Then select everything you want in the final obj and 'export selected'