HELP--==Trying to make bumpy

[MC117]

i followed this tuturial http://www.halomods.com/tutorials/Mapping/Gmax/gmax.php
in 3dsMax6, it doesn't work. (i'm trying to make the plane bumpy)
but it works in gmax. in 3ds, when i click on polygon and then on the move cursor then when i click on the plane, i don't get the blue arrow. HELP!!!please,
heres what i get

[Colt.BK]

Press either Ctrl+X or Alt+X (I think it's the first one). It's nothing terrible, I'm not sure what purpose this option has, though.