Hi virtox!
I use Max 2008 but the general Modeling process didn't change much in the max history so I think there sure will be a common way for most max users.
The actual model, I was planing on uploading, is not finished yet. I was using a rounded box as a placeholder just for testing out this coloring feature.
other details of my last try:
I used a PNG-image to be displayed on the whole mesh.
I used UVW-planar projection and tilted the gizmo to have a few interesting distortions.
I applied the material from the mat editor.
I converted the object to a editable poly and scaled it and exported it.
I put the texture image and the exported vrml97-file into a new folderless zip-file, uploaded it to shapeways.
I did not forget to check the has color-option...
After a few minutes then I get the message that the texture files seems to be missing and also that shapeways wouldn't support textures in maps (what does that mean btw?)...
So where is the fault and does max really not support the coloring per face as shapeways would support that? A detailed tutorial would be great to make this stuff clear once and for all.