Pete Draper has made an 11-part tutorial on creating a tornado using Particle Flow in 3ds Max.
Creating Candles in 3ds Max with V-Ray - Tutorial
Alessandro Cangelosi has posted a tutorial on creating candles in 3ds Max and V-Ray.
3ds Max 2012 - Hotfix 1
Good news! Autodesk have released the first Hotfix for 3ds Max 2012, fixing several issues and bugs.