I've done this before for 2002 but it  was a long time ago.  I installed the sdk's and flipped through them but I have a few questions.
1. the tutorials use 3ds max but the disc came with gmax on it, will gmax work for making up to date planes?
2. It seems that the sdk didn't come with everything, doesn't gmax require a gamepack like it did back in 2002?
3. If yes, where can I download the gamepacks and tools like the attach tool and other things.
4. I'm lost

1. Yes.  You can use Gmax.
2.  It does require a gamepack, You'll need to install the SDK SP1.
3. Find it here.
4. You're found, again... 


(With apologies to Locke - I didn't feel like retyping too much)