I use 3D Studio MAX R3, i made a plane and shattered it with the Bomb spacewarp and then made the plane translucent. When the glass shards hit the ground there go through, is there any way I can make them hit the ground and stay there?

You need to make the "Friction" value on the plane higher. I haven''t used 3d Studio in a while but I believe that if you set it to 1, then things will ''stick'' to it. Also, use a gravity warp to make it appear to fall.