Reviving this thread is probably not going to be popular but I don't get around here much.
Unity does have a built in First Person Controller that can be used out of the box for a simple walk-through, programming already done.
Drag it into your scene, go to game mode and you're up and running.
Just remember when importing your FBX files from Max to select "add colliders" in the Inspector panel.
EDIT: Forgot to mention, Unity free can be used commercially until you reach the $100,000 mark.
http://unity3d.com/unity/faq