I do not use 3D Max, but I can offer a few tips.
The send to feature seems to work best if the other application is already open.
Also updating a scene seems to work best if it is updating a scene that has been sent to the other app (Maya in my case) as a fresh new scene. For example, you set up the rigging in the other app, send to Mobu to characterize and add animation. It is better to then send it as a new scene back to the other app. don’t try and update the scene. From there, updating seems to work. Otherwise, in my case, it does not work well.
I believe sending to 3DMax is quite different which might explain your other issue.
Have a look here in that case:
http://www.youtube.com/watch?v=dr6CFmocxW8
http://www.youtube.com/watch?v=uR8Uv_Xs22g
Otherwise I think you have to plot to the bones because 3D Max does not have HIK, it uses CAT.