Hi Daming,
Did you do a Reset Xform before you exported? A very important step in the whole process - fixes scale, rotation and material issues.
1. Save a version of your max file as v01 or whatever, because you can't undo after doing a Reset Xform.
2. Select all the objects, NOT any dummies, or the parent dummy that the objects are attached to
3. Go to the Utilities tab and press Reset Xform
4. Now the modifier stack has to be collapsed - in the main viewport and with all the objects selected - not the dummy, right-click and choose Convert to Editible Poly.
Helder Pinto shows this process here in the Creating A Prop – Modeling And Preparation video tutorial, at the 12:46 minute mark