Hey! Here is just one of other tons of tutorials how texture, after this you can put to game and have a shadows on the part.
First, here is part before work.

And here is after work.

How make? Just take a look and try!
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4.

Used Autodesk 3D Max 9, Should work in Max 5, but in another way.
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Archived from VStanced • 3D-Tutorials • 2010-05-03