Well, first you need to create dummy boxes in 3DSMAX, as much as you need them.
I don't know how work COLS, but for geom0, geom1, etc and lod0,1, etc, you have to create a "dummy" Just create one centered on your object (be sure that the pivots are properly set), and clone it to have all the boxes on the same place.
You need as well to create a root using the pointhelper tool. (follow the link amokandy gave you, it explains it)
Rename all the dummies so as to have something which looks like the hierarchies of the link (I guess you will set up the projectile hierarchy for your missiles)
When all the boxes, points are created, you need to set up the hierarchy.
I will take this example from the link :
To set up this hierarchy, you have to click on "select by name" (it's easier than clicking manually one object, even more when they are all on the same place)
In my example, you need to first click on bf109_prop-rotor, you then click on select, then click on "select and link", open again "select by name" and click on lod0. You need then to click on "select and move".
You have now linked both the elements. Return "to select by name", click on "display hierarchy", bf109... should be the child of lod0.
Apply that to the other objects, make lod0 the child of geom0 and geom0 the child of root..etc.
I hope that helps you, I haven't said everything about the subject (and I'm still learning :mrgreen
Follow this tut as well, it's in English and doesn't have pics, but it helped me a lot :
Gmax - Exporting a weapon [Very image heavy!] - Official BF Editor Forums
It's for gmax, but the PoE tools work the same way with 3DSMAX.
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