Are you using SLAV to bring in the rig? If so you need to set the import scale to 1 instead of the default of 40. To make the rig a usable size in Max you can use select and scale to bring it up to an appropriate size. When you import into SL just make sure to set the scale in the modifiers tab so it's again a appropriate size. So you don't lose your work, save your skin weights to a file. After you've brought in the new correct scale rig and scaled it up and fit your model to it again, do a reset xform on it and collapse it. Then add a new skin modifier and import your weights.