Thanks for joining the discussion, diafero.
I agree with you that my problem must be a more fundamental one and not related to something in 3D Max.
I looked up the .age file in Uru's installation folder. It seems to be encrypted (it starts with "whatdoyousee" and then there is only jumbled letters). So Drizzle24 seems to take care of that.
Here is my most recent version of the files (3D Max and Export files...) - perhaps someone can just tell me whether he/she can use these files and access them in-game. Then this clearly shows that it's a problem related to my setup.
-=Click here to download =-