Help with bump mapping

I have started to build stuff in 3Ds max8. I am okay using it so far to build and it has lots of good bits in it. However I am trying to get to grips with all this Bump Mapping and specular lighting and I have not got a clue. Has anyone got any ideas if there are any tutorials out there that are easy to follow. I have gone through a couple on the web and ended up with a nice purple blue texture but how the heck do I get everything to look right in 3ds (or gmax for that) all I end up with is the purple texture, am I supposed to put both the normal and the bump mapped texture on or something, I use photoshop CS2 to create the textures (usually from photos). Or do I simply select Bump mapping as an option on mapsAny help would be really appreciated. Then all I have to do is figure out how I export the model to FSX