Instancing/Non-collidable objects:

Instancing - Be sure to make instanced objects a separate object, at least for easier optomization/saving framerate in 3ds max. (use the % character in it's name, too)

Non-collidable objects - Be sure to make these have the ! character value at the end of the material's name, apply it to your surface(s), and make sure it is a part of the level's geometry just use Attach in 3ds max, there's no need to weld it's geometry to the rest of the level. Just as long as it's a part of your level geometry, then it will be fine.