3ds Max - Apply Materials to Object Imported from Autocad
This video demonstrates how to attach mutiple materials to a single object that was imported from Autocad. It was made for a forum member at CadTutor.net. Sorry, I don't have a microphone so there is no audio, but all you need to do is switch to Polygon selection mode, select the polygons that you want to display a specific material and then apply the material.