Hi jna, the first thing is to make sure that models that you create are joined together.
I mean, don't create several surfaces that are next to each other and then try to export them when they are separate - make sure to use the Join command so that pieces share common edges.
When pieces are joined they will be meshed with knowledge of each other and will have things like no cracks and a consistent normal orientation between all the pieces.
If you have a bunch of individual unconnected surfaces, each one gets processed separately and that can easily lead to slightly different mesh structures (causing cracking), and having different normals for different pieces.
Other than that, 3DS Max seems to be pretty temperamental in importing data because as far as I have heard it does not seem to be able to read in the vertex normal smoothing information that is inside of .obj files. This smoothing information really helps reduce shading glitches, it is hard to get perfect shading just from smoothing groups instead of vertex normals.
You might try this other OBJ import plugin for Max:
http://forums.cgsociety.org/showthread.php?f=6&t=592336
http://www.guruware.at/main/index.html
Does that one do a better job?
Otherwise if you can post some pictures of the stuff that is messed up it may help me give you some more specific advice... It is kind of hard for me to tell what is happening to you just from your description above.
- Michael
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