I haven't looked at the video yet, but I have 3ds max 9 as per http://en.wikipedia.org/wiki/3ds_Max_release_history I have a very old version on 3ds max. I always thought 3ds max 9 and 2009 where same.

On autodesk website (autodesk.com/fbx) there isn't a plugin for 3ds max 9, only for 3ds max 2009 etc.. I tried the 2009 plugin but it didn't work. Any suggestions?