The only way I know of to do this in Max is to use a Maxscript plugin (freeware) that will automatically roll a ball or wheel along a spline path.
The plugin I have used is Roller from HABware (
http://www.habware.at/duck4.htm). This is freeware, and is supported by Max 4.x. I have not tried it yet with Max 5, but it should work.
Good luck!