How to export FBX from 3dsMax to Unity3d with texturs applied to materials?

What i did: 1) create object in 3d Max, apply vray material with texture maps to it 2) textures are in assets/textures folder of my current Unity3d project 3) save .max to some other folder 4) export FBX tith "embedded media" to assets/textures folder 5) now here is a screen, what i have http://view.xscreenshot.com/cc9add85074c6d5e43ad2c52b00e0895 6) what settings should i apply in FBX import settings to have textures applied to materials? 7) or what tool/script/method should i use to achieve my goal? thank you in advance