exporting animations

Hi everyone!
I’m trying to do animations now in my game.
I’v downloaded models for 3ds max, I’v animated it,
I saw how to export it, but when I exported it into unity, it came without animations (only the model)!
In the 3ds max the animation it fine, I’v exported it into fbx file, so what is the problem?
thanks for all helpers!

This page:

http://docs.unity3d.com/Documentation/Manual/HOWTO-ImportObjectMax.html

talks about the export process from Max, and this page:

http://docs.unity3d.com/Documentation/Components/FBXImporter-Animations.html

talks about animation import settings.