Alternatively, you can try File > Import > Merge and select the 3DS Max document that you want to import, into the new scene. In the import window that appears, Select all the objects that you want to import. This way your textures and materials will be imported into the scene as well, and the hierarchy will remain unaffected. Just after importing, without clicking anywhere on the viewport, open the Materials and check if the materials have been imported as well. If it hasn't, in the material editor, click on the eye dropper tool and click on an object in the viewport to create the materials instantly.
2. You could also save your materials into a new library so that you can import just the materials into any scene you want, whenever you want.
Watch this tutorial for how to do it, for it's a little long to explain it here.
https://www.youtube.com/watch?v=bfdZBOb4udk