Even though you're working with quads, everything in max is really a triangle. So if you look at the corner squares, imagine that they're broken up into two triangles. On the two corner squares that look right, the triangle splits the square along the line between the outermost vertex (the corner) and the corner bordering on the quad you've lifted. On the two corners that don't work, the triangle splits the square 90 deg. off that line so only the inner triangle is effected.
So, convert to an editable poly (in general, you're better off working with polys) and go to the edit polygon rollout and click on edit triangulation. Now you can draw a line from the inner vertex to the corner on the two bad quads and everything should look good.
If you're going to apply a mesh smooth (or use the subdiv surface built into edit poly) you don't need to do this as it will happen automatically.