I have had this problem and the only way i managed to get arround it was as follows.
You need to open the model in max weld all the components together and save as a 3ds.
Then sketchup will be able to inport it. If you dont weld the parts it scatters the parts
all over the place. Dont stress when you weld it, when you open it in SU it still
sees the parts as seperate pieces and if you triple click the parts remain as seperate pieces.
However if the model is too complicated or has a high poly count there is NO way to inport it
sketchup just doesnt handle it
but i do manage to get most archmodels inported.