In max, open the MODIFY panel, select ELEMENT (vertex,line,poly,face,ELEMENT), then draw a selection box around the part you want. Say you want to select the nacelle...in the front viewport, draw a selection box around the nacelle; it should be highlighted. Then change to POLY and while holding the alt key down, draw a selection box that intersects the part you want to de-select, without touching the nacelle. Once you have the part you want highlighted (selected), scroll down the MODIFY panel until you find DETACH...click it, then name it whatever you want. After it's detached, de-select POLY. The part should now be shaded differently than the rest of the model. Click on your part and it should then be selected. Re-select the model (de-select the part) then hit the delete key and you should be left with the part you wanted. Then save as whatever you want. Reset max, then open the model you want to add the part to. Then go to...FILE>MERGE select your saved part...no to both dialogue boxes. You might have to scale the part up or down in order to get it the right size, or even just to see it, but if you're going from .mod models, they should already be sized closely.
I hope this is understandable...kinda hard to desribe it without pics.
I hope this helps ya.