No problem. I just hope I can help you get to the bottom of the problem. I wasn't able to duplicate the problem. Here are the steps I've taken to export from max and import into autocad (Note: I'm using Max 8, and Autocad 2004), but the steps should be similar if you're using a different version.
EXPORT:
1) Created a cone(for testing purposes).
2) Selected the mirror tool from the toolbar.
3) Mirrored the cone as a copy.
4) Selected all items in the scene by drawing a bounding box around them.
5) (from the menu)Select 'File', 'Export Selected', and save the file.
6) If you get a prompt to preserve MAX's Texture Coordinates, make sure it's selected.
IMPORT into AutoCad:
1) (from the menu) 'Insert', '3D Studio', select your file, and click 'Open'.
2) From the Available Objects frame, click the 'Add All' button.
3) Make sure the 'By Object' radio button is selected in the 'Save To Layers' or choose 'Single Layer'.
You probably know most of these steps, but I thought I'd outline exactly as I've done to help you troubleshoot your issue.
Let me know how you get on.
Best regards,
Harold
***You can't change your past, but you can change your future***