When you start 3ds Max, several auxiliary files load, setting things like program defaults and UI layout. You can even create a scene, named maxstart.max, that automatically loads when you start or reset 3ds Max. In some cases, 3ds Max updates files when you change settings and when you quit 3ds Max.
In general, you don't need to work directly with the auxiliary files, but it's good to know about them. Among the auxiliary files 3ds Max uses are:
If you save a different file over maxstart.max, you can return to program defaults by deleting the maxstart.max file, and then resetting 3ds Max.