My model is splitting apart. How do I fix this?

Hiya. I have recently started using 3DS max and have run into a problem exporting my file into unity also simply saving it in 3DS max. I made a low-poly buillding using this tutorial: Here When I save it, close down the prgram, and open it again, the model is split up and the parts are in different locations then when I saved them. Also when I export it into unity, in the viewport, it looks the same as when I save it and re-open it, even when I exported it how I want it to look. I grouped the parts but I think it might still count as them being separated? Any help would be much appreciated.