Nanwu is right. It looks like it has a background, but it doen't.
Click to view it, then in the new window, right click it and save it as a png. When you bring it into Max, it will have a transparent background. You just have to make sure that you export it as a PNG Transparent in RD.
Marion , Steve, Moonbeam, Ladybug, Wolvsie, Fourfoxes, Vanessa, PinkLollipop and Winnie49 are my buddies!!!