If you're lucky you have the files, and you can just 'Browse...' to them; problem solved. But what if you don't have them? You don't actually care as you can stick something else in, but where in the name of Hell are they in the scene??? You've got 300 objects, 200 lights and the material editor slots don't seem to be showing anything with those filenames - so whoever created the scene must have merged in objects from another scene, which you know to your cost places the merged materials in a slot outside the editor window.
The solution is, believe it or not, a documented feature of Max (but documented by a mention of a quote of a suggestion in the user manual... so you're excused for missing it).
- Cancel the dialog box, allow the scene to open, then click the Utilities tab on the rollout panel (your little hammer is finally appropriate as we're getting ready to whup some ass with it).
- Press 'More' and load the "Bitmap/Photometric Paths" module.
- Press 'Edit resources'.
- A dialog opens, which lists all the external files the scene is trying to find.
- Click 'Select Missing Files" to see which are actually missing. Hopefully there aren't that many.
- Click once on your (first) missing file, then press the 'Info' button.
- You now see a list of which nodes (shapes, lights etc.) use that file. Bingo. Write it down. No, you can't double-click it. This is Max. Stuff isn't sensible.
The only remaining action required is to call the fool who sent you the file and explain why their salary just dropped...
