ok. let we start from absolute beginning: first there was a Big bang...
* your 3dsmax vehicle have 4 wheels, right? to fit such mesh to 3drad Car object correctly, every single wheel mesh needs to be world axis 0,0,0 centered, before you export it to x files. then they will be able to rotate around their center axis correctly.
* you actually need to create one single wheel skinmesh only and use it for all 4 wheels. you do not need to create all 4 skinmehs files, because you can scale the one single mesh as you wish in the editor. well, you can create front wheel and rear wheel skinmesh, of course, and mirror it in the editor simply.
* how to fit every single skinmesh wheel show you the mentioned tutorials.
common mistakes when people trying to "skin" the Car object wheels, is they forget click the parrent wheel for parrent skinmehs.