FBX technology drives the Autodesk single-step workflow.
Textures in files that use the single-step workflow process are stored in the following location (unless otherwise specified).
Maya Default:
C:\Documents and Settings\<username>\My Documents\maya\projects\default\images\myscene-files\ (Windows XP)
C:\Users\<username>\Documents\maya\projects\default\images\myscene-files\ (Vista)
C:\Users\<username>\My Documents\maya\projects\default\images\myscene-files\ (Windows 7)
3ds Max Default:
C:\Documents and Settings\<username>\My Documents\3dsMax\sceneassets\images\myscene.max-files\ (Windows XP)
C:\Users\<username>\Documents\3dsMax\sceneassets\images\myscene.max-files\ (Vista)
C:\Users\<username>\My Documents\3dsMax\sceneassets\images\myscene.max-files\ (Windows 7)