In the end, after I'd positioned the camera and chosen a typical portrait view, I added a leather string in order to put across the idea that the woman is wearing a dress.
For the shading, I was inspired by various tutorials I had found on the web. I also studied how the various slots worked in order to obtain a realistic skin. Here are my sss fast skin settings (Fig.06 & Fig.07).

Fig. 06

Fig. 07
For the illumination I considered various photographical techniques and decided to put the primary light between the camera and the subject (45°), and then slightly moved to her right-hand side. Next, I added two backlights to emphasize the silhouette of the face and to obtain more depth for the final image. Finally, I added a fill light to compensate for the dark areas (Fig.08).

Fig. 08
For the final render I decided to use mental ray as my new render engine because it is already integrated in 3ds Max. I also used final gathering, but not global illumination. In the settings of the FG, I used 0 bounces to obtain a low render time, compared to the complexity of the sss fast skin settings. I then rendered a beauty pass of the scene (Fig.09).
I created a composition in Photoshop that permitted making last minute, substantial changes to the final image. For the background, I added an image of a curtain that I had turned black. I made the hair with the Hair and Fur modifier, and rendered it separately. Then I combined the hair, background and beauty passes in Photoshop to create the final image (Fig.10 & Fig.11).
Fig. 11