Problems getting static objects to work.

[WALP]

No you must not use the HPL2 editors to apply the texture at all. you must apply them in 3ds max.
then open your exported collada with the modelviewer and it will automatically create a mat. file named the same as your texture. then you simply open the newly created mat. file with the material editor if you want to add normal maps.

EDIT: also many of the original amnesia models were created with 3ds max so it should support it.