Setting up a new Max.NET-based plugin is very easy with Visual Studio 2005+ and C#:

1. Open Visual Studio
2. Select File->New->Project
3. Under Visual C# category select Class Library
4. Enter your project name, select a directory for it, and click OK
5. A new project is created by Visual Studio. Now all you need to do is add the Autodesk.Max.dll reference. In Solution Explorer right click on References entry and select "Add Reference..."
6. Select Browse tab, go to your 3dsmax root folder and select Autodesk.Max.dll
7. You are now ready to write a tool with Max.NET !