knowing little about 3DSMAX and quite a bit about Lightwave [much to learn grasshopper]
im guessing that there is a "caustics" function for 3DS, not necessarily the same name though.
heres what a little bit of searching in the right place will get you:
http://www.useddishes.com/tutorials/...-tutorial.html
[personally i would kill 3DS creators if they didn't have a built in caustics engine, so in case you don't, this link is a "cheater" way around it]
other than that i couldn't find a caustics plugin tutorial... might look in the index of the 3DS help.
if you need more tutorials, go here:
http://www.3dcafe.com/asp/tut3ds.asp
enjoy