Ok, I don't see anything blatantly obvious in the formatting of the X file that should cause problems. The core models don't use inline material definitions (as that makes the files bigger than they need to be if the materials are used more than once in the model), but that doesn't appear to cause any problems in and of itself.
I can't seem to load the 3ds file on the version of max I have available, but you can try exporting it again with these settings, and see if that works: