Hey... I found out that it means that something is not textured or have a material on it hench why it's trying process material <none> because there is none. If it's something unimportant delete or texture it.
if you see it's asking for shader named NONE, simply find the area in max that has NO material set, and give it one, or make it easy, copy and paste your gun shader (custome gun) and save it as none.shader_model