To setup the right unit scale in 3D Studio Max to represent the world scale in II, go to "Unit setup" under the Customize menu then hit "System Unit Setup" set it like this.

Press OK and then set up the Units likes in the next image.

That all now Max will display mm like they look in II.

If you open a model you made before configuring the units you need to chose "Rescale the File Objects to the system Unit Scale?" to have it display with the II settings.