When I export to FBX, these are the settings I'm choosing:
For some reason this just doesn't want to work. I know it's possible to do this because I've successfully done it before with other models. When I import into Blender the geometry is perfect, but everything is grey.
Unfortunately I just can't get the textures to embed properly. So I am trying to convert the provided scenes to FBX with embedded media, and then I will clean everything up in Blender. While I have a license and know a little bit about 3DSMax, my primary application is Blender.