The only way I can read my own models and textures into Max 6 is if I put them in one of the directories that are one of the default search paths (/patches and /examples). If I have my directories anywhere else, the media will not read into max.
This was not the case with the same patch in Max 5. I could put my media folder anywhere and would be able to read it fine into the patch. This is happening on a mac osx 10.72 with Max 6.0.2.