I am making a GTA type MMORPG and I downloaded a .3ds car model. I got the model into 3ds max and found out it was created using 108 diffrent objects. Is there any way I can make those 108 objects into a single model? I tryed the group but would that work when I try to import it into my game engine or would I have to import all 108 objects?

You don't sound in any way ready to be attempting an MMORPG, or a GTA clone. In fact, you also reek of piracy.

Also, what kind of models are you using for the engine? MD2? MS3D? X?

All of these will have a factor on your model data.

Here's the gist of it:
0. Make a backup copy of the work just in case something goes wrong.
1. Select all of the objects.
2. Right click on one of them, "Convert To" -> "Convert To Editable Mesh"
3. Click once somewhere in the viewport where there are no object to deselect all
4. Click on one of the objects, and under the "Edit Geometry" tab on the right, choose "Attach List"
5. In the new box, click "All" in the bottom left corner, then click "Attach" in the bottom right corner.
6. If you have textured objects you will get a dialog asking about the attach objects. Just hit ok.
7. Now you have one whole model

I know some of the basics of Max, but not all of the details, so you will want to refer to the Max help if you have any questions on the specifics. Good luck!

Oh and yea, used most of what was said here.

ok Thanks.