Scaling issue?

I made a gun model in 3ds max 8 and exported it to .dts and all then i went to look at it in the game and don't see it just a big selection box but nothing in it and I try scaling it bigger and smaller and I still dont see anything and the selection box size dosent change when i scale it and re export it in MAX I am wondering if maybe it is a material problem or scaling So any help would be greatly appreciated.