I'm often make directories like that:
MAIN
-Textures
-Proxy
-Ref
-dwg
-XRef
*.max are placed in MAIN directory.
So archive all move to next place, open it, simply ignore all the warnings go straight to File-Asset Tracking. There u have to choos all of your textures and set the path for them like so:
..\Textures
for proxy:
..\Proxy
and so on 2 minutes maximum to set up file
Maybe Autodesk Vault make the features even more easy, but I still haven't time to install and read the manual