@Jack - I believe the question has to do with how to package a model you've already made in Max so that you can post it here on TurboSquid as a model for sale.

@malexander - What you want is the Resource Collector.  When your model is completed, go to Utilities Panel (the tab with the hammer icon) > Resource Collector.  If you don't see the Resource Collector button, click the More button and select it from the resulting list.  The Resource Collector takes all  the files connected with the model - the model itself, texture/mat files, bumpmaps, etc. - and puts them (or copies of them) all in a single folder.  It also rewrites the paths to the the external files such as the mats.  Very handy.  It's a good idea to also make note of the poly/face count and the vertex count; every vending site I've visited includes that info on models for sale.  Individual vending sites may have additional requirements, but they tell you the procedures.