Pretty good tutorial here worth checking out as well, also using splines http://cg.tutsplus.com/tutorials/autodesk-3d-studio-max/using-splines-to-add-detail-to-your-high-poly-model-in-3ds-max/ [Oops! Already posted before. Oh well here it is again!]
Ok so I followed the video tutorial that cryrid showed but I can't figure out how to weld these 2 vertices at this intersection: I've tried connect, weld e.t.c
I didn't check the video, but perhaps it's what you want. http://cg.tutsplus.com/tutorials/autodesk-3d-studio-max/using-splines-to-add-detail-to-your-high-poly-model-in-3ds-max/