With a mesh selected, you should see a panel on the right of gmax that has a tab called "modify" or may have the blue rainbow looking icon. Anyway, it should be the second tab from the left.
In that tab you can choose to select by type, including vertex, edge, face, poly (actually face groups), element (again face groups). The Selection panel lets you switch between these settings, or you can also open the mesh tree and view the tree branches that match up with those selectable types.
So as Rolo was suggesting, the panel to change smoothing groups (instead of using my smooth modifier), scroll down in the modify tab and you'll find the "Surface Properties". This should appear only if faces, polys, or elements are selected ( don't quote me on that ). Under surface properties, you'll see a bunch of features for dealing with smoothing groups. I think Rolo is suggesting you put them all at smoothing group 1. So with all faces selected, just click the 1 box on the chart there. That would be easiest, and then you can pick and choose the others later and switch them to 2 or 3 or something.