It's on this display we'll set he positions of everything we've created. Now, position each of the objects, camera and light using the chart below. Don't forget, you have to use the Move tool to both select and reposition objects:

Step 5: First Render - Hit your C key to go to the Camera View. Then F9 to do a quick render. If you've followed every step carefully, you should now be looking at a rendered scene similar to what's below:

If not, back check your positions and/or object parameters. Now would be a good time to save your file as HDRI.max. File>Save, OR Ctrl+S and name the file HDRI.

Step 6: Material for Plane01 - The material for the ground plane is a compromise of what would best illustrate both caustics and HDRI highlights. For this, we'll create and apply to the ground plane a fairly neutral color and value --- white. The reason? We will best see caustics bouncing off of a white surface. The HDRI reflections/highlights are not affected by the white plane, only by the surface material of the reflective objects. Select Plane01, then hit M to call up your Material Editor. In the Blinn Basic Parameters rollout, double click the Diffuse color block to call up the Color Selector: Diffuse Color panel. Slide the Whiteness slider all the way down to pure white (RGB= 255, 255, 255) and close. See image below:

Name this material Plane01. Assign the material to Plane01, leave all the other settings to their defaults and close the material editor. A render now will show you that our plane isn't quite so white. See image below:

Save your file.