When the Auto Key button on and you change an object’s creation parameters or performed a transform, or change a material or modifier applied to that object, 3ds Max automatically creates a keyframe.
Key Mode can respect all keyframes, or you can restrict it to move only to transform keys via the Key Steps options on the Time Configuration dialog. When Key Steps Use TrackBar is on, Key Mode jumps to keyframes of any type. When Use TrackBar is off, Key Mode respects only transform keys.
To use Key Mode:
The button turns blue when Key Mode is active.
If the current frame does not jump to the keys, make sure the animated object is selected in the viewport.
If it still doesn’t seem to be working, configure Key Mode to Use TrackBar, as described in the following procedure.
To configure Key Mode:
3ds Max opens the Time Configuration dialog.
If you turn on Use TrackBar and turn Key Mode on, then clicking Next Key advances to the next key for the selected object. This will respect every type of key that appears in the track bar. If you turn Use TrackBar off, only transform keys are used by key mode.