From what i remember of max, I think what your looking for is referred to as intersect with model,
if you want to cut a shape into one with other, then right click on the one shape you wish to carry out the cut making sure it is inside the group of the target shape.
I hope this helps, i've just made it sound far more complex than it actually is, this is a very powerful and often over looked function of SU.
all the best
Matt