I weld the vertices together and then it smooths itself but when i import it in to ce it looses some of the smoothing

Eeh

You still need to do proper smoothing after welding vertcies... Btw if two parts of the model have different smoothing groups they will create a difference in the edge they share with. If they are the same they will blend and look smooth. This is why you should just assign 1 smoothing group and have a terrible dark mesh.
Example you would have 1 smoothing group at the top and bottom of a cylinder but a different one for the sides.

Can you help me smooth the model

^learn it yourself. It's not that hard. Google how to do it.

Smoothing is one of the easiest things. Do you really even know how to use max? I only see ported content from you. Say you're smoothing a biped. Make the armor all smoothing group 1, and rubber smoothing group 2. If there is any more different materials then make it 3, 4, etc. Thats only if they have a different surface type. Metal normally has hard edges. So if you can try avoiding using any smoothing on it. Smoothing will be needed for rounded corners.

Yes i know who to use max

That's not necessarily correct. In terms of the halo 3 biped that arbiter is trying to port, there are hard edges. Trying to avoid using any smoothing on it is also wrong. For example, on the h3 biped legs, consider those legs as cylinders. The round faces will be 1 specific smoothing group whereas any metal transitioning at a hard angle should be another smoothing group.

I said you can use no-smoothing hard faces with hard edges (ex a metal wall), however smoothing on it would hide the unbalanced faces with off-coordinates(which bungie does a lot) . You can give it a smoothing group but it will look the same if you made your geometry correctly. If you're talking about MC's legs, you would have 3 different groups (say were smoothing the lower leg) which would be the rubber, the metal armor, and the metal that divides the grip and the shin-armor, thus representing a hard surface on the armor for the leg. If you were to make the armor all 1 smoothing group, you'd get some heavily shaded faces, which we don't want. Maybe I should have explained it a little more, armor is the difficult one. The rubber and skin is usually the easiest, because its normally just 1 SG

Bottom line, the last thing you want is any visible hard edges or any dark faces.