Hmm, that is strange why you dont have .fbx as an import/export plugin.

Ok, here are my suggestions...

1) Download the latest version of Direct X and install it.
2) Download the latest version of .NET framework and install it.
3) Find your 3DS MAX 2008 installation and run it. When it aks you how you want to install it, click repair. If you cannot find your installation you will have to download it again.

Are you using XP SP2 or Vista?