'Save as' sketchup file back to a version 8 file, then import to Max. In material editor, use eyedropper to bring up the multi-sub material in slate editor. you can then swap out/edit the materials. (I would recommend grouping your geometry in sketchup instead of loose geometry.) You can also export .3ds from sketchup and choose 'by material' under export options. Things with the same material will be grouped. You can follow same procedure and swap out materials. Of course in both cases you'll need to add a UVW modifier.