Lofts

Start by opening up a new file in 3D Studio Max and selecting the Shapes tab on the top. Use the various shape tools to create a curved line that will act as your path (you may want to select Smooth for Initial Type and Drag type under the Creation method visible on the right side of the screen). Then, create a shape (I made a star).

On the right, under the Create tab, select the Geometry button, and choose Compound Objects. Click on your path, then click the Loft button under the Object Type heading.

Press the Get Shape button on the under the Creation Method heading and click your shape. A stunning loft object should appear. The picture to the left is what mine looked like after a little rotation. That's basically it, but there are plenty more cool things you can do with lofts. If you wish to see some, continue.

By choosing the Modify tab () you can warp the shape by using the options under the Deformations heading. I applied a Scale and Twist effect to the image at the left.

One more cool effect you can do is change the shape of that follows the path at any point along the path. To experiment, create a new shape (I made a circle). Go back to the Create tab, and as in step 2, select your path and hit the Loft button. Hit Get Shape and select your first shape. Then, under Path Parameters, enter 50 (this defines how far along the path the shape changes). Hit the Get Shape button again and select your second shape. Now, half-way through your loft, the shape should gradually change.