Tutorial 2: Extrude (Logo)
1. Open 3D Studio MAX, or if it is already open, select File Reset.
2. On the Command Panel, open the Create panel. Click the icon to create Shapes. The drop-down list reads Splines.

3. Under the Object Type rollout, click the Text button. It highlights in green to indicate that you are in text creation mode. Several rollouts appear in the Create panel. Look at the Parameters section _ at the bottom is a box labeled Text. The default text is already entered: "MAX Text." Select this with the mouse, then type in your own name.
4. Right-click the Front viewport to activate it. Then left-click near the world origin to create the text object.
5. Select the Modify panel. Here you can change the name of your text object, which is called Text01 by default.

6. In the Parameters rollout, you can change the font of your text object by selecting an installed TrueType font from the drop-down list. (The default font is Arial.) You can also change other parameters, such as the size of the letters and their kerning (space between letters). Adjust these parameters until you are happy with the appearance of your name. You can even edit the text after the object has been created.
It helps to click the Zoom Extents All button in the Viewport Controls Toolbox, located in the lower right of your screen. Now you can see the complete text object in all viewports.
7. At the top of the Modify panel is the list of Modifier buttons. Click the one labeled Extrude. Immediately, the 2D text is converted into a 3D solid. The text appears solid in any shaded viewports -- those which are not displaying wireframes. The Perspective viewport is shaded by default.
8. Look at the Parameters rollout for the Extrude modifier. The first parameter is the Amount of extrusion. This is the depth of the 3D object. Increase the Amount by dragging the spinner. Note that you can define a negative value for the amount.
9. If you wish to make further changes to the logo, simply click on the Modifier Stack drop-down list and select the Text object.
Now you can edit the text once again. If the Show End Result button is pushed in, you can see the object after all modifiers have been applied -- in this case, after the Extrude modifer.
Extra credit:
The Extrude modifier works with any closed spline shape, not just text objects. For extra credit, you can create a personal signature from an extruded spline. The thing to keep in mind is that all splines must be part of the same object, and these splines must not intersect with each other. Use the Attach button in the Editable Spline (Line) Modify panel to attach several splines together into one object.
LEGAL for extrusion ILLEGAL for extrusion
MAX3 also supports paths imported from Adobe Illustrator. You can bring .AI files directly into max using the File Import command. However, MAX3 doesn't understand anything newer than Illustrator 7. I have had better results using Illustrator's ability to save to an AutoCAD .DWG file. That way, you can specify how MAX parameterizes the spline on import.