[FistMaster]

Yes, you just alter the resolution to increase the size of the vector, however this is not important since the vector is fully scalable and there's really no use in creating a 25000px image in photoshop or indeed illustrator, as this makes memory usage insane within the package while you're creating it.

Just create it comfortably at a reasonable resolution and dpi (I use 300 force of habit for printwork) but it doesnt really matter too much for Maxs' benefit, then simply scale the object once it's in Max itself.

[edit] the example above was done in 800x600@300dpi and I scaled it ~13000% once it was in Max [/edit]