To use SSS you need to render with Mental Ray.
Open your Render dialog window and change the renderer to mental ray.
Now when you go to the Material Editor, select a new material and click the Standard button in the top right, you should see some new material types with different coloured spheres next to them, just select the Mental Ray Fast SSS Skin Shader (or something named like that, don't have Max open at the moment) ... then it's got some decent basic settings, render out and see how it looks. The Max/mental ray help should explain what all the settings in the material are for.
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Open your Render dialog window and change the renderer to mental ray.
Now when you go to the Material Editor, select a new material and click the Standard button in the top right, you should see some new material types with different coloured spheres next to them, just select the Mental Ray Fast SSS Skin Shader (or something named like that, don't have Max open at the moment) ... then it's got some decent basic settings, render out and see how it looks. The Max/mental ray help should explain what all the settings in the material are for.