# Start 3DSMax.
# Make a cube. These are my settings.
# Now add a modifier from the Modifier-rollout-tab. These were my settings:
# Open the material editor.
# Change the diffuse color to pitch-black.
# Click the little square next to 'Opacity' and choose 'Falloff'.
# Change 'Falloff type' to 'Fresnel'.
# Go back to your parent settings and maps.
# Click on the tab 'Maps', then check 'Refraction'.
# Make 'Refraction' have 80%.
# Click the word 'none' after 'Refraction'.
# From the big list, choose 'Raytrace'.
# Drag 'n Drop the material on to your cube.
# Now for a nicer result you can add another modifier on your cube called the 'Relax-modifier'.
This is my result:
Good luck!