How do I export a max file to .FBX and have all the animation clips in Unity.

I am building my first ever game in unity, so sorry about the amateur question.

I have my character rigged and animated in max to walk, run and idle (will expand once I have these sorted). and I have been trying incredibly hard to get it controllable in Unity.

At the moment Iv’e been exporting multiple times as
Charecter.fbx - The Model with no animations
Charecter@walk.fbx - The walk cycle
Charecter@run.fbx - The run cycle
Charecter@idle.fbx - The idle cycle

When I import these into unity I can find the walk,run and idle Animation Clips, though if I apply them to my charecter it only loops (uncorrectly, theres long pauses between the loops) the first animation.

AM I GOING IN THE RIGHT DIRECTION AT ALL?
OR doing the completely wrong thing.

Any help would be very much apretiated

You should check the info on this page : Unity - Manual: Mesh asset : Import Settings - Animations

more info : Unity - Manual: Legacy Animation System

http://docs.unity3d.com/Documentation/Manual/HOWTO-ImportObjectMax.html (from : Unity - Manual: Importing assets)

forum post : http://forum.unity3d.com/threads/40438-how-to-import-animation-from-3ds-max-to-unity