Unfortunatelly I am not a max user. So I cannot tell about it. In Lightwave I could just do a extrusion with a tool like "bevel", "extend" or "Smooth shift" but don't move the newly created vertices. This creates new edges and thus breaks the smoothing there.
I don't know it that is something similar like "chamfer" in 3ds max.

Another option would be to cut the group of polygons by unwielding the edges around it.

But auotmatic wielding all vertices might destroy smoothing methods like mentioned above.

A "smoothing group" sounds like magic but it will be something very simple at the end.