Here are the basic steps for creating a VRML file in 3D Studio MAX R3.1:
Create geometry
Create lights and cameras
Assign materials and texture maps
Animate
Insert VRML helper objects
Export to VRML
Use a VRML browser to test your file
Optionally, use a text editor to edit your file.
This is often an iterative process. That is, you may cycle from MAX to the browser to the text editor and back to MAX a number of times.
This tutorial provides general guidelines for creating geometry, lights and cameras, for assigning materials and texture maps, and animating. It shows the basic process for inserting VRML helper objects, and illustrates the results of inserting two specific helper objects. It also discusses the various options for exporting to VRML.