You have to UV map the items individually. Weapons, body parts, decorations should all be serparate. So UV Map > UV Map Editing. UV mapping is a bit of a pain no matter what. Best thing to do is look at the uv maps of rome models as a sample. Once you have all the uv maps for each item or body part ready youll need to reattach everthing together and then move all the uv maps into the Blue box in 3dmax (this box is visible when you edit uv maps). Place them all where they fit, turn off the grid so you only have the seams and the blue border. Print screen with everything nicely in view. I recommend using Photoshop because there you can just crop the excess area of the screenshot. If this doesnt make any sense, watch Professor's skinning tutorial, its the best visual tool available.