Just tried X form, was ineffective. Smooth and edit normals modifiers have not solved problem either. Example of my problem: smooothing in 3ds max: smooothing when exported:
What engine are you using? It could be an import settings issue, not something wrong with the smoothing groups. In Unity for example: whenever you import a mesh, unless you tell it otherwise it will generate its own normals and just ignore whatever you do in Max.