A long time ago I promised to write a tutorial on how to import architectural (and other) objects from 3DS Max into Skyrim. The reason I am writing this (besides having promised to do so), is because questions about how to do this sort of thing, continue to arise, and rather than answer in bits and pieces, I decided to outline the methods I commonly use.
Unfortunately this forum does not permit posting images. Therefore, the tutorial can be viewed http://www.xr3dmod.com/viewtopic.php?f=176&t=864 for those interested.
Thanks.