just guessing but could it be file version issues ? What AutoCAD version and what version of 3D Studio are you using ?
and the one thought that strikes me ~ you have just exported from AutoCAD to 3DStudio... why are you importing back into AutoCAD ?
btw, was it the layer at a time and then merge that worked for you ?
if so, then you can use the same process in reverse. Select an object, save that out as a single file, loop through the reamining items. Then open each of them in AutoCAD save as dwg. Then insert them as wblocks