Finally figured it out, not much tutorial help online, so here's one
This was for max 9, but i think 2009 also has this.
1. First make sure you have copies of the textures as either jpg,bmp or tga.
2. Open up the material manager.
3. Select your material
4. Open up the bar called "DirectX Manager"
5. Next to "Enable Plugin Material" change "None" to "Metal Bump 9" and put a checkmark in "Enable Plugin Material"
6. A new bar should appear "DirectX Shader - Metal Bump 9" and automatically open.
7. Texture 1 is the diffuse texture. So simply drag the "M" that's beside the Diffuse texture in the "Blinn Basic Parameters" (This is the one where you assigned the texture to originally) to "Texture 1"'s None entry. Use Instance as it saves memory.
8. Do the same if necessary for the Specular (shine) map.
9. You can do this in one of at least two different ways. Either load each of the bump and normal maps separately, or create instances of the existing ones. The open seperately is pretty straightforward.
a. For the instances open up the Maps page, select the Bump entry (if you don't have a bump/normal map yet, then shaders won't do much help). It should be "Normal Bump".
b. Drag the Normal entry to a spare material slot, choose instance. Repeat for the bumpmap. (You don't need both, but never hurts).
c. Move back up the material hierarchy.
d. Now drag those instances you just map to the Metal Bump 9's Bump normal, bump entries. Make sure there's a checkmark to enable them.
10. If the bumps don't show up well, drag the bump intensity up.
Couple of notes: If you have skylights on your scene, delete them and you must keep the original diffuse/spec/glow/normal map there, as Max doesn't use shaders when rendering or exporting.
Edit: Oh yes, if your using multi-material, each item must have a Metal Bump 9 for it otherwise that section won't display.
