It pretty common to have flipped normals from an .obj in max, just select the inverted normals and hit flip normals under poly sub editing. There's also a button Unify Normals is found on the Surface Properties rollout while in editable mesh. Change to element sub object mode select your entire model and hit Unify.
Providing gmax has Unify I haven't used it in years, either way i'm sure it still has the flip normals option.
If sketch up can export as .3ds I would look for the .3ds importer for Gmax that may help preventing flipped normals
.3ds importer for Gmax --> called Autodesk 3DS Importer v1.1
http://salshdresearch.tripod.com/shdrc/id11.html)
good luck ;)
svösh