i didn't notice you writin' that you loaded the plug-in..
so i just have one question for you.. did you load the plug-in..?
to load it go to Window > Settings/Preferences > Plug-in Manager...
there you find the 3dsImport.mll and check both side boxes.. to load and for auto load of the plug-in each time maya starts up..

hope this helps you any..

& welcome to SM BigBadErik.. :p