It might be very confusing in the beginning as to how in actuality to use HDR’s in 3DS Max. As I use VRay, here are some tips.
One way to use HDR’s in VRay is to the Global Settings rollout, and there are few slots, Skylight Override and Reflection/Refraction Override. Assign VRayHDRI-loader with the HDR of your choice, and add it to the Skylight Override. Sometimes a blurred version of the HDR is assigned into the Reflection/Refraction Override slot.
Another, I think better way of using HDR’s in VRay is to setup a lighting-rig. VRayLight with the type set as Dome works greatly for this purpose. Depending on the type of HDR, set the Dome-type to spherical or as it is usual in the skydome-HDR’s, leave the checkbox unchecked to generate illumination only from the top half of the sphere. Other important checkbox is Invisible. Leaving it on renders background as it is set and checking it off will render the HDR as a background.
In the texture-slot, it is recommended to use VRayHDRI to load the image-file. I like to use the 3DS Max standard mapping type as it gives better control over the file. It is important to set the texture mapping type from “Texture” to “Environ” and choose from the dropdown-menu “Spherical” as this is how HDR’s are compiled. If the HDR is too large, or the reflections seem to be out of proportions, you can correct this by tiling the HDR-map. Usually good settings to start with are 2 for U and V-tiling. Inserting – value will reverse the bitmap (-2 to for example to reverse the bitmap horizontally).
Very usual combination is to use the whatever HDRI-source chosen (VRayLight or the Environment Override controls), and VRaySun, set to replicate the sun in the scene. While the HDR-map might be enough to provide even the sun’s light, the lighting might seem a bit flat. Then the good option is to add the VRaySun and replicate as closely as possible the properties of the sun present in the scene. For example was it overcast, did it shine through clouds, was there fog or dust on in the air, from what angle did the sun shine, shadow direction and bias and so forth.