OK, it appears you did not LINK any of the parts together
Normally, your fuselage is the MOTHER part and all others are children and subchildren of that.
I do it this way, I click SELECT and LINK button, I then select the lowest most part in the hierarchy, e.g aileron. I would then DRAG from the aileron to the wing part where I want it linked to. Then say select a flap and do that same, then perhaps select the wing itself and LINK to the fuselage. Continue on with all remaining parts so that they are linked logicially. When you press the H key, you should see a list of all your parts, if you select SHOW SUBLIST, it should show only 1 part at the far left side and all parts subobjects of it.
If you need anymore help, contact me at mustang60348@hotmail.com
BTW, I too am using 3ds Max 5
[This message has been edited by Mustang60348 (edited 12-31-2002).]