OK, yes there is, however, since I do not have 3ds max installed on my computer, I can't give you detailed instruction. (If someone else can double check and add/correct some steps, that would be great.) So here goes:
- Open the properties of the object and change the visibility from 100% (this will make a visibility property for the object when you open up the curve editor).
- Open the curve editor (I don't remember how exactly to do this, but I believe it's in the animation menu). <offtopic>I've found that the curve editor is one of the most important tools for the animation, you have so much more control with it that with just moving key framing, that I had it as a dedicated window on a second monitor.</offtopic>
- Find the object you want to disappear in the curve editor hierarchy.
- Change the controller of the visibility track to a boolean controller. (If you want an object to fade in and out, you can leave it).
- Add keys and change the values: 1 for visible, 0 for invisible.
Sorry about being so vague. I hope you could follow and I hope it helps.