Before I head over to Photoshop I need an occlusion render. There are different ways to do it, but for this one I used only a sky light (intensity 1) and a white material on all my models.
I will use this render in multiply mode in Photoshop to accentuate my shadows.
Ok, now I have everything I need, I can close 3dsmax and go straight to Photoshop.
First I take my basic render and add the occlusion pass