Hi Intrepid!
Here are some links that might help you:
1 - On the importance of the right modeling tools:
http://deezire.net/modules.php?name=...747&highlight=
2 - On the different inis and their meaning:
http://deezire.net/modules.php?name=...539&highlight=
3 - How to get the Renegade gamepack (called RenX) for Gmax:
http://deezire.net/modules.php?name=...653&highlight=
4 - On w3d importers:
http://deezire.net/modules.php?name=...681&highlight=
5 - 3DS Max 4.2:
I would suggest you start modeling in RenX but if you want to stick to 3ds you must export you model as .3ds files. Then you need to import those files to RenX and export them again.
6 - Unwrapping with ChilliSkinner:
http://www.chilliweb.co.uk/chilliskinner/
7 - Are you a good skinner?
Well this actually is something I ask you :-) Do you know how to skin properly?
Hope that helped,
- HEXman