After trying to get into 3D model and animation, I realized that there are 2 things that is very critical whenever you try to get into a 3D application: navigation and organizing. In fact I found them more important then model, or learning all the crazy tricks. If you don't understand how to EFFECTIVELY (not use barely understand) navigate and organize your 3D world, you will be in great frustration and eventually give up, just like I did several times before.
I got the navigation on 3D Studio Max pretty much nailed down, except that I found that the camera thing kind of hard to get used to. The problem I had, though, was that I had problem locking some object while manipulating other objects. It turns out that in 3D Studio Max they don't call it Lock, but instead they call that feature "Freeze". Also, you need to make sure that the "Show Frozeb in Gray" if you want the frozen object to show as usual. For instance, I am playing with lighting now and definitely need to object to show in their regular way.
Also, you may need to get yourself very familiar with the "Select From Scene" listbox and "Manage Layer ..." list box. These 2 listboxes allows you to access object even when they are frozon, hidden and such. Familiar with these 2 boxes save you a lot of headache down the road.