Eh oui je parles français
The first thing you want to do before skinning weights, is reset xform your meshes.
Follow the last 2 steps in the "Loading and importing your character mesh "
If you see your vehicle blow up to pieces like in the probleme images, that means your xform were messed up. This happens when manipulating objects out of the sub object mode.
Another quick solution is to pick a non xformed object...the "chassis" of the hummer looks correct, so you could go in sub object mode, attach everything to it (not the other way around) and detach the pieces back when necessary (like wheels so they can animate independantly from the body).
Do not use grouping for the game model, grouping is a tool used strictly in max, the closest thing the game engine uses is linking, so linking or attaching is fine.
I'm not too sure about the last problem, it could be mirrored bones that have their normals inverted so they react the opposite way, or instanced meshes instead of cloned meshes.
...and the fish vehicle is pure genius, seriously, who wouldnt want to ride such a beast?!