39) Lets smooth this new polygons changing to the Polygon subobject, selecting all object polygons and pressing the Auto Smooth button.
40) Leaving the Isolation Mode, this is what we have:
41) Using the same steps above, create one more cylinder in the center of the scene.
42) Select this two cylinders and enter in the Isolation mode. Enter in the Polygon subobject of the bigger cylinder and than select this polygon:
43) Use Inset tool to create a new group of polygons. Try to keep them near to the second cylinder.
44) After using the Inset tool, 3ds max will keep your preview selection, bevel this selection with Bevel tool. Create a hole, aplying to it a negative Height. Don't forget to use Auto smooth button to smooth this new polygons.
45) Next step, the third cylinder, create it using the same steps explained above.
46) Now go to Isolation Mode with the last two cylinders.