There are three ways of doing engine glows. I dunno if Max 3 has them all, but here they are:
1: Make two omni lights. Assign them an attenuation. Make the first attenuation slightly bigger (the blue part of the engine glow) the other smaller (white part). Now scroll down to atmospheres and effects, and add a volumetric light. Make the bigger light blue, the smaller white. meddle with the settings for optimal effect. Good, when you need to make things glow behind an object
2: Do the same as in 1, but instead of applying a volume light, apply a lens effect. The settings should speak for themselves. Radius is set as percentage of screen size.
3: Open Rendering -> Video post.
Click on add scene event.
Select your camera, press okay
click on add output event.
Select an output format (preferably 256 color bmp)
select the scene event, then click on add image filter event
select Lens effects Flare from the drop-down menu, click Setup
From node sources, select the light you want to emit the glow from.
The rest should be fairly obvious.
