You should regularly back up and archive your work. One convenient method is to save incremental copies of your scenes. This method creates a history of your work process.
Saving Incremental Files
If you turn on the Increment On Save option on the File Preferences panel of the Preferences dialog, the current scene is renamed by appending a two-digit number to the end of the file and incrementing the number each time you save. For example, if you open a file named myfile.max and then save it, the saved file is named myfile01.max. Each time you save the file its name is incremented, producing the files myfile02.max, myfile03.max, and so on.
You can also use Save As to increment the file name manually with a two-digit number by clicking the increment button (+) on the Save As dialog.
Using Auto Backup
You can automatically save backup files at regular intervals by setting the Auto Backup options on the Preferences dialog (see File Preferences). The backup files are named AutoBackupN.max, where N is a number from 1 to 99, and stored, by default, in the \autoback folder. You can load a backup file like any other scene file.
Archiving a Scene
3ds Max scenes can make use of many different files. When you want to exchange scenes with other users or store scenes for archival purposes, you often need to save more than just the scene file.
Use the Application menu 
Archive command to pass the scene file and any bitmap files used in the scene to an archiving program compatible with PKZIP: software.