It might be possible using another way, but you can do it with pflow:
1. On your spline under the Rendering rollout, enable in viewport and set it to rectangular.
2. Add an edit poly modifier to your spline and select one vertex of the poly where there is a vertex in your spline. Make sure the vertices of your spline are set to corner, or your interpolation step size is 0. Otherwise you'll get changing topology in the edit poly modifier and it'll mess up the selection.
3. Create a pflow that goes like this:
-Birth
-Position Object
-Shape (or shape instance if you want a custom object)
-Display (change to geometry if you want to)
4. Set birth start and stop to 0 and the amount to however vertices you have selected on your spline.
5. By default pflow only shows 50% of the particles in the viewport, so to see all of them click on the pf source header and change the viewport amount to 100%.
6. Change the shape to sphere, or add in your instance object
7. In the position object:
-check Lock on Emitter
-add your spline to the list
-check Animated Shape
-change the Location to Selected Vertices
-and you might have multiple particles birthing on the same vertex, so check Separation and increase the distance
Now your objects should lock on those vertices as they move.
3ds Max 2009 SP1, 2010 SP1
Maya 2012
Windows 7 Professional 64-bit
Dual Intel Xeon E5520, 6 GB Ram
NVIDIA GeForce GTX 460 OC