What is the name of your object bits
Do they start with 01box and not Box01 in 3Dmax before you export them.

A simple box will have
01box (box name)
CB01_box (Collision Box for box)

Neither. I'm simply exporting a .3di from the Resources folder. Is that what I'm doing wrong?

Yes there is something wrong in the process
1. Extract 3di (using PFF Editor)
2. Convert to .obj (think this is where u are having issues)(use MilkShape with BHD plugin)
3. Import into 3DMAX (.obj files might need to be renamed, so start files with 01)
4. Export as ASE
5. Import into OED
6. Export as 3DI
7. Using PFF Editor, Add file back into PFF

* Once you convert to .obj file you will loose the collision boxes, this means you will have to add them in 3DMAX before exporting or else your item is just a skin you can walk through

There's just one problem. I can't find the older version of MilkShape to use the plugin. I thought the "View 3di" option in the OED's would allow me to view and already built object. I guess it's just to view an object I have built once I have finished it?

I will bundle and give you MS.
Yes the OED will show view 3di, show rendered image of model

Thanks so much Blade! I really appreciate that.