3D Studio Max Book Recommendations
Essential CG Lighting Techniques with 3ds Max - By Darren Brooker

An awesome book that will teach you all the basic parameters for using lighting techniques, has a good guide on where and when to use them and the pros and cons of each of these techniques.
Rendering with Metal Ray and 3ds Max - By Joep van der Steen

A reference book for understanding how metal ray works as a rendering engine along with materials and shaders. It covers topics such as using Global Illumination and Final Gather.