This sample contains a modifier plugin that performs extrusion on a mesh. It is a good overview of creating modifier plugins using Max.NET.
NOTE: Big thanks to Michael Keutel for creating and providing this sample!
Download "Extrude Modifier" Plugin Sample
You need to make sure that Autodesk.Max.dll assembly is properly referenced for your version of 3dsmax, by default the project references the assembly in "C:\Program Files\Autodesk\3dsmax2010\Autodesk.Max.dll" but you can change this to any path.
After compiling simply copy the generated .dll file into 3dsmax plugins directory.