I just select one of the edges and press Zoom Extents Selected (Z by default). That resets the clipping planes for the Perspective view, should solve it.
By default, polygroups will be split into different OBJ meshes when exporting. To bypass this without merging polygroups, go to Tool: Export and toggle the Grp button.
here is a default max 2010 english shortcut setup: http://renderhjs.net/bbs/polycount/MaxStartUI.kbd.txt that should get you started with all the details