There is a dedicated Reload button on the RollupBar, in your object properties. Sometimes hitting it is enough. Other related advice: if your object disappeared from the scene after an update of the mesh, it's a shader problem (probably something like changed vertex numeration causing them to stop drawing your object).…
Looks like I figured it out, I had to restart the Crydev editor. That seemed to accept the updates. Weird? I've also noticed Max 2009 seems to crash once I export out my objects... For example, if I export, go into the Crydev editor, then go back into Max, if I touch anything in Max it crashes. Is that a known bug?