@Anonymous
Rendering is extremely resource intensive and even if you manage to get back into max while it is going on, you would not be able to do anything useful because of very sluggish (if any,) viewport performance. You can abort a render usually by hitting escape, but I don' think that's what you are asking. Best strategy is to get your work done during the the day and plan your long renders for over night or for a long lunch break, etc. Check out the documentation on "Batch Render" in the Rendering Menu for how to set up multiple renders for an overnight render.
The other point to consider is whether you are rendering for just a quick look at what you have so far in your scene (in which case you can lower the quality settings of your renderer to get a quicker render or whether you are rendering your final render (in which case case, you are stuck with having to wait for it to finish.)
An unfortunate fact of 3D work is having to plan your work around rendering.
