[3DElizabeth]

Hey guys, I do this at work sometimes and from what I've seen there isnt a great way to do this. There are ways to import the models but because you are switching from NURBS to polys you may end up with scenes that have 300,000+ counts and it can easily crash the computer. These are also not connected correctly as sub objects all the time and are generally wonky.
You are likely importing it correctly. I unfortunately encourage you to moel as much as you can in 3d max and import smaller assemblies so not to crash your computer.
Good luck.