there are not may options pretaining to BF2 for gmax.
I only have three options for exporting, Static/Building, Car, and tank wheels/treads. I had no idea which was which or what the difference was so I just used the first one that got the object into the game. As for texture options, I have none. In the material editor I choose the texture, click apply, and that's all. I dont have an option to include a path and not the texture.
These are all the options pretaining to BF2 in gMax (the only one that will allow me to even export anything into BF2 is static mesh):
http://img123.imageshack.us/my.php?image=23cw.jpg
(sorry the second image is being a pain. all I can get is a link).
I think the gmax version is missing a lot of tools needed. Also I cannot import max, only 3ds (which makes no sense, but that is the way wrote gmax).