Ok so I am using the build a robe tutorial and when I open it in photoshop its all just a big stretched out piece of fabric lol. Anyways for robes and armor or anything else how can i tell what part is what? I cannot tell what part is the belt / boots / collars or anything else lol. Any advice?

a useful way is to apply UVmapping to the robe in 3ds max, im not sure about gmax, and then click edit in the modifiers properties and change the "checkered" layout to the texture and it will show you where the areas cover. Im not sure of any other ways.

Take a look at this http://www.lucasforums.com/showthread.php?t=143301)

Skinning without the UV maps is like skinning blind, and a waist of your time. Note* you don't have to [weld] all parts but use [attach] while in editable mesh so the mesh becomes one object to use for the UV and in photoshop. Also don't use the model for anything other then skinning, once you attach it all up it can't be used in game.

It works for both Gmax and 3dsMAX