You can crease in Max by selecting your edges and ramping up the Crease value located under the Edit Edges section of Edge component mode. One thing I don't like about creasing in Max is there's no default feedback (like Maya has) that shows an edge is creased.
Bartalon, ok I tried that feature in max but the edges are extremely sharp. For instance, in modo you can set the angle of sharpness on selected edges and you can make them a bit smooth like they should be. Anyway, it seems that the only choice is to add more base topology and perhaps I can smooth some weird looking…