Hej,
I liked using the scene states manager over the state sets in max.
I dont remember when, but somehow the scene states manager didnt show up anymore.
So on this forum post:
http://forums.autodesk.com/t5/3ds-max-forum/scene-states-manager-missing/td-p/6675988/page/2
Someone found out, it is related to 3D Connexion script plugin..thing.
Follow his steps and youre good to go..it works again.
This will only affect people using products from 3D Connexion.
All the best
Nico