Well, I never did learn to texture in a photo program like PS. I just make and render all my textures using max.
Tho in the meantime, if you have any meshes you want to send my way, i could have a look at them and give you some direction on how you could go about using max to make textures for them. basically, if you can model in max, you can texture in max. There is no difference between the two.
Actually, what version of max do you use? i could send you one of my .max scenes that I have created a texture set in. i bet once you see how it's done you'd have no problems adapting the solution to your own textures.