Make a 3D surface out of a polyline drawing

[Nephtysis]

I have a question and I think this is the best place to put it.

I currently have 1 DWG file in AutoCAD 2010 consisting of over 2000 polylines, of which 1800 are closed. These lines represent Isolines of an area which is about 150 km2. At the moment it is a 2D drawing, as I've not yet given any Z value to them. From this I want to make a 3D model of the terrain and have that in 3DS Max for working on it further. At the moment I see two possible routes I could take. However, I'm having trouble with both methods so I'm posting here in the hope that anyone can help me fix this.

Route 1:

I know that if I have a grayscale image, I can use it as a displacement map in 3DS Max on a plane and though there are a few variables to work with, the output is 1 object with the terrain. However, for this I would need to make my polyline DWG into a grayscale image. I've tried using this tutorial and load it into Photoshop, but the resolution is not enough to work with, even if I set the (custom) paper size for the export in AutoCAD to the maximum my computer will allow (approx. 2400 x 3000 mm). So if this is the best route to take, how can I gain full control of the export size (ie: say that I want to export it into an image of 60000 by 71500 pixels)? Or is there another way for me to make my polyline drawing into a grayscale image that can be used as a displacement map?

Route 2:

Another route that I can think of is to just import the polylines into 3DS Max and then make the polylines into areas of various heights to make the terrain surface. I suppose I should first close all polylines in AutoCAD before attempting this? And if this is the most efficient route, how do I link the various polylines with eachother to make it into 1 object?

As I think Route 1 is the most feasable of these two, I put this thread here, as I guess my biggest problem lies in the export resolution of AutoCAD. I hope you can help me.