Gmax/RenX doesn't support .DDS textures, which might be why they don't show in gmax. Convert them to tga first, you can then see them in gmax and the game will use the .dds file of the same name. Usually you can just select an object and hit M to edit the texture settings applied to it.
The problem with the muzzle flash is the texture setting in gmax/renx. You need to change blend mode to Add in the Shader tab.
Make sure your muzzle bones are linked to the correct turrets before exporting, if that fails link them to the muzzlefx.
@ Kexy, the nuke blast has an entry in the ParticleSystem.ini file, don't remember where that is offhand, but I looked at it over the weekend and, well, I haven't figured it out. You've got RGB and Alpha values for the particles but I'm not sure what the rest of the code is for. There's also an FXList.ini with entries in there too. I can't be of much more help than that untill I can figure it out myself though...
Thanks alot it seems a bit hard for me but if you find anything else out and if you get time let me know ok
thanks kexy xxxx