Lathe Tool

In this tutorial I used Illustrator and the lathe tool to create a chess piece.

I drew half a cross-section of the chess piece in illustrator and saved it as a 'Illustrator 3' file as it is the simpliest form and easy for 3ds max to understand.

From here I used the move tool to move the pivot to the center where I wanted the shape to mould round. And by selecting the lathe tool it created the shape for me.