Debris Oddity

Anyone ever seen a model that has a bunch of objects in it, and the game will then parse all those objects into seperate debris? I've always done it with seperate models, but the other day I stumbled upon someone doing this with Milkshape and the idea seemed awesome, especially since it worked!! Does anyone know how to do this in 3D Studio MAX? I've tried a fe things, but have not yet had any luck... no matter how many mesh objects I put in my MAX file, I always end up with only ONE debris object. Searched the documents and no luck there unless I missed the right page... anyone know the secret?

Thanks,
-Dave C>