Windows Unicode Import of Mac Files
Windows version of Max may not be able to import Max 4 files with font-specific text encodings properly (click here for more information on Unicode text converson). The Max 4 Windows version cannot read these files either.
Windows SDI vs. MDI Interface
Max uses the Windows SDI (Single Document Interface) model, where each window has its own menu bar. Older versions of Max (version 4 and earlier) used the MDI (Multiple Document Interface) model, where there is an overall frame around all the application's windows, and the frame contains the menu bar. In the SDI model, closing all windows will quit the application. In the MDI model, you can close all the document windows but you must explicitly choose Exit from the File menu to quit the entire application.