I am sure the problem is a light object or materials, the picture from 3dsmax has nothing especial, just a model with a bulb light on in.

It is not just the position of your light object, it is also the color properties of the material or light object, that is ambient,diffuse,specular color properties. You have to setup the scene in a way where the ambient color is dark, and then put a light object in front of the model with a nice diffuse bright color, be sure the light object coverage (the radius) properties reach the model, you will know your are setuping correct if the model looks dark except in the front faces where light radius reach.