Rendering menu > Effects > Environment and Effects dialog > Effects panel > Merge
The Merge button on the Effects panel lets you merge effects from other Autodesk VIZ (.max) scene files.
To merge an atmospheric effect:
Choose Rendering menu > Effects to display the Effects panel.
A Merge Atmospheric Effects dialog lists the effects in the specified file.
Select one or more of the effects, and then click OK to merge them into the scene.
Only atmospheric effects appear in the merge list, but when an effect is merged, any lights or gizmos bound to the effect are merged as well.