I think you'll find some tutorials faster yourself.. I didn't use any when making this, so.. And I use Lightwave so it wouldn't help you much anyways
If you mean the texture of the doll, it's quite simple. It's just an image of a fabric projected cubic.. amm.. some procedural texture ontop to give it some variation in color.
some 60% diffuse, a little bit of specularity and glossiness.
I used the same fabric image as a bump map which is quite "deep". That also has a procedural texture to make it more uneven or something.. But.. yeah.. I use Lightwave so I don't know how it goes in Max.
I love this it's so dark and sadistic and yet I feel oddly sympathetic to the voodoo doll, just the doll mind you whoever the pain is directed to usually deserves it.
The detail on the doll is truely outstanding and the fact that the stitching is red makes it look like it's bleeding. An amazing piece