Exporting 3d Microstation models to 3DS Max

Greetings,

Does any know how to export 3D dgn files to 3DS Max keeping all the individual parts/models intact?  When we open the file in 3DS max it becomes a single model so when you apply a texture the texture is applied to the entire model, all the individual components of the model have been fused together as one.  I have tried these formats, dwg, sat, fbx, obj.

Thank you,

Chris