A collection of tutorials, useful links and other freebies:

CGSkies Sample scene
Download the CGSkies sample scene in 3D Studio Max format.

Rendering Tutorial
This tutorial shows how to setup lighting with just an HDR image using 3D Studio Max and VRay

Transform Tutorial
Some short info about panoramic layouts, and how to convert between different layouts.

Useful Links
A collection of links to useful HDR related websites and utilities.