Naming and grouping of the AutoCAD objects that are imported play an important part when trying to assign materials to various objects.  You want to be able to select as many parts with the same material or properties so as to decrease your workload.

The AutoCAD objects can be derived through the following various options.

Layers, Blocks as Node Hierarchy – Groups the imported objects either by the Block or if it is not part of a block, then the layer that it was created on.

Layers, Blocks as Node Hierarchy, Split by Material – This is essentially the same as Layers, Blocks as Node Hierarchy.  If the object has a material assigned to it, then there is an additional grouping available for import.

Entity, Blocks as Node Hierarchy –  All objects are imported as individual bodies.  Blocks are honoured in this operation.

Layers – Al objects are grouped into their layers.  Blocks are honoured in this operation.

Colour – Objects are grouped by the colour that has been assigned in AutoCAD.  Blocks are honoured in this operation.

Colour and Material – Objects with the same material colour are combined on import.

Entity – Imports all objects (solids,surfaces,lines,circles etc) as individual objects.

One Object – Imports all AutoCAD objects in as 1 object.

As you can see with the different import options you would need to consider how the object was created in AutoCAD.  You might have all your AutoCAD objects being created on layer0 for instance (it does happen) with all the different objects (parts) just set to a different color.  You might have created the objects on different layers or created blocks in your AUtoCAD file.

3ds Max has many options to manage the different modelling styles of the individual users.  Pick the right one and you will have a pleasant experience taking the model and rendering it in 3ds Max.