Could it be an issue with the Texture State->Use Original Texture Files checkbox. The exported file may be looking for the tiff texture files but can't find them cuz their in another directory. If you export to .ive format this may not be the problem because the texture files are included in the .ive file.
Also, verify that you Max materials are Standard type materials.
The resources section of my 3D modeling article has some useful links about the exporter:
http://vizworkshop.com/articles/mode...or_vizard.html
Also be sure to check out this video:
http://kb.worldviz.com/articles/1054