http://www.gtaforums.com/index.php?showtopic=471583^ Seems like a good tutorial, however the video is missing so it might be a bit confusing.
You will need openIV (to export/import things from gta) and GIMS (import/export from max)
Also might want to download other people's maps (or use default gta maps) to see their hierachy, settings...etc