Hi,
After searching the forum and the sticky post about rotations and trying multiple things we finally rounded how to properly model, UVMap, bone, skin and export successfully and without pain to Unity with 3ds max.
I am so glad it now works i explained our steps (at the best of my abilities) at my website for unity3d development
you can find the above tutorial here :
This is our model boned and ready to be animated :
After FBX Export (notice its facing backward)
Into the scene facing the Z axis correctly.
And thanks again for this wonderful tool