You have duplicate faces, back face materials or reversed faces in Max?
Just a suggestion, but if someone is going to spend $5K on a modeling/rendering package, going through the help files and manual should be the first order of business. π
In sketchup, makes sure your faces are all oriented properly. In Max 2010-2012 you can import .skp files directly. Only 2012 supports SU8 files, others need saves as SU7 first.
To mess with faces in max, you need to get to the face (Polygon) mode. All geometry comes in with an Edit Mesh modifier applied. Click on the object, go to the modifier panel, select polygon mode and select faces you want to delete. You can also check the show normals box to make sure your faces are correctly orientated and that the normal lines are facing outward. There is a flip button in the modifier if they are not.