There are a few things I'm thinking.
1-When you import the 3ds file try and render it straight away. When it says that it can't find the textures click on browse and navigate to the folder with the textures in and then click add (I believe that's what it says). This should hopefully then cause max to see the textures then render as normal. I think I've got it right, I haven't done it for a while.
2-The only other thing I can think of is that 3ds only supports texture names up to 8 characters so if they are longer they may no longer match with the 3ds file.
I'm just speculating though as I haven't had to do anything like this for a while.
Also, as far as I am aware, 3ds files only store the file name for the texture while max files include the texture path as well. I believe the lack of texture path causes max to look in the default texture path for max rather than the folder the 3ds file is in. The first thing I posted should add your custom texture path to max so it can see the textures.