Hi Val, I guess maybe the latest FBX for 2008 (which is pretty old, they don't continue to release totally new plug-ins for old versions) still has some various bugs in it.

Various people have reported here in the forum that normals were coming in fine into Max using FBX with other versions, here are few mentions:
http://moi3d.com/forum/index.php?webtag=MOI&msg=4567.3
http://moi3d.com/forum/index.php?webtag=MOI&msg=2269.5
http://moi3d.com/forum/index.php?webtag=MOI&msg=1958.3

It looks like version 2009 with the 2009.3 plugin has worked for other people.

- Michael