The Unity manual says that you get 3dsmax scenes and objects into Unity using the FBX exporter available at http://www.alias.com/eng/products-services/fbx/download.shtml. The problem is, Alias' website sucks. I had to sign up for an Alias Bronze account four times to finally get one that would allow downloading. I emailed Alias about my difficulties to which they replied only that they are "aware of the problem". So, in the meantime, if anyone needs the 3dsmax 7 FBS exporter, and you can't get it from the Alias site, feel free to email me for a copy.