maby you should get a little skill with gmax before trying this. It's been I while since I've used it since I got 3ds, but I think you have to click on "show map in view port" in the materials editor. It's the little blue checkered box.

dont worry bout this what i do is once you have textured your map(forget about the grey use it to know what you have textured)
and once you textured what you need highlight the whole map that you textured(if its a building or base
you highlight that instead) and after you highlighted it click on the arrow on the right and click on uvw mapping or something like that(not unwrap) and the textures should appear
after that you can covert to editable mesh again and the textures should still appear

only here to help.....and to get help of my own