First of all - go through ALL the gmax tutorials. If you don't know how to use the program itself, any explanation on how to make an airplane model will be gibberish.
There are several GOOD tutorials, the best overall which is Hugh Shoult's Stupid Idiot's Guide to gmax... available from the Simviation Design Pages.
THere are also more good tutorials - what I would call the "past the basic plane" - at Freeflight Design Shop (
http://www.freeflightdesign.com)
Basically, don't run and fly before you learn to walk.