You don't need to add 'data', it assumes you are already in that folder.
Oh, and when you set up your materials in 3ds max, write down the names you put for each subsection. Then when you make shaders, save them as the names you wrote down, and save them to your tags folder. Make sure you make your shaders before you compile your .jms scenario, or model, or vehicle; or whatever you make that has custom textures.
In saying that, if you ever use a texture from Halo, the shaders are usually already made in the tags folder, so just make the material name the same as the texture you have used.
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