I found when exporting from Sketchup in 3DS format I tended to use 'Export: Objects in Heirachy' which keeps the names of the objects in the transfer.
In Max - the top of the heirachy is 'Model'. If you delete 'Model' and move the objects they tend to not keep their register. The implementation maintains a heirachy in MAX which can be broken. The link objects are 'editable meshes' with no geometry.
I have written a MAXscript to explode the heirachy.
1. Click Maxscript / Run Script and choose wherever you downloaded this file to... It will seem like nothing happened but that's exactly what it should do - you now need to assign a shortcut in order to execute it.
2. Click Customize / Customize User Interface / Menus (tab)
3. Change the Category to 'BillWood_Tools'
4. Expand the menu category (click the + sign) you want the script in on the right hand side of the dialog (example: MAXScript)
5. Click 'Explode SketchUp' and drag it over into the expanded menu category.
6. Click Save and save your custom UI settings to a file - do yourself a favor and don't use the default.
7. That's it - you'll now find the script in the menu you added it to...