3DS Max Materials are not exporting to Unity - help!

I have created a model in 3ds max and have applied a custom material to it. When I export the file to be a FBX file (making sure the export media is checked) a comment appears saying 'Some materials in this scene may not be supported by certain applications and will import as standard gray materials instead. The following materials are affected: '

This results in the model being imported in a base colour in Unity.

If anybody knows why this may be happening please let me know.

I have tried saving the materials as a .mat file from 3ds max but it doesnt register correctly to the materials folder.

I have also tried creating a UVW map in 3DS but that also has proved unsuccessful.

Thanks