I cannot help with 3dsmax either, but have you tried viewing your VRML with something like view3dscene just to see
if the texture appears correct there ? If it does, it would mean that the VRML export from your software works fine, but
there might be a problem with the underlying geometry (wrong orientation of face normals, holes or overlapping parts).
The shapeways software will try to fix such geometry errors, but due to the resulting changes in the model the texture may
no longer fit. (Also of note is that shapeways' rotating 3D preview is a bit broken with regard to colors and textures - if you
see strangeness there, the model is probably still correct as long as the 2D image looks right)
On the other hand, if the model does not look right in some vrml viewer, you need to check if you have more color/material
definitions enabled than just the single texture file (there might be individual colors assigned to faces or vertices of your model
that will be added to whatever your texture defines at a given point)