yea...i hate it when that happens...accidently leave out an 'S' or put one in where it doesn't go ....one letter off will cause everythign to fail
but yea, if changing it to bitmaps does not work, make sure taht the bitmap in 3ds max has the same name as the one you have saved within the level's folder. also when you run the bitmaps thingy, make sure oyu are using the exact name of the bitmap in your level's folder.