Max Files and Packing Textures.

Any of you advanced Max users out there know how to do this?
In Blender, we can pack the texture files with the Blend file, so that when we send the Blend file to someone, the scene has all the textures and materials that were put into it.
How can we do this with Max files? According to my Max Bible, it says I can do this by clicking on File > Archive and it creates a zip file of the Max file, with all it's materials. yet when I've tried this.......and sent the zipped Archive max file to someone, it's claiming that the textures are not there.
In Blender, we can pack the texture files with the Blend file, so that when we send the Blend file to someone, the scene has all the textures and materials that were put into it.
How can we do this with Max files? According to my Max Bible, it says I can do this by clicking on File > Archive and it creates a zip file of the Max file, with all it's materials. yet when I've tried this.......and sent the zipped Archive max file to someone, it's claiming that the textures are not there.