3ds Max :: Merging Objects Together Into One File

If I'm merging objects together into one Max file, how do I retain the material assignments/designations for the objects that I am bringing into the scene?

I thought they would automatically get imported as well, but that doesn't seem to be the case. This is somewhat big deal for me because I'm working with one model which is dozens and dozens of planes that are overlapping to produce the effect of a large bush. I'm using three different but fundamentally similar material patterns so I can't just drop the material onto the set as I'd have to manually assign each of the three materials to their respective planes...however that's pretty much impossible because like I said, I have dozens, possibly close to 100 planes that are overlapping and interwoven to create the illusion of a bush.

Without the materials, the model just looks like a pile of planes, with the materials and the alpha channel settings, it looks like a bush...

Again, basically, I'm trying to figure out how to merge a set of objects into a Max file, and retain the material assignments as they were in the objects original file.

When I go to render, I can force Max to locate the texture files by manually designating a new path, however, I would like to be able to see the textures in the view port as it's hard to get a sense of what I'm looking at as I start to add more and more objects (and half of them are plane based, alpha channel foliage- so without the textures, all I see in the viewport is a bunch of planes and that is really not useful when I'm trying to compose a scene).