Are you trying to generate the lightmap UVs or do you have a map imported and trying to assign the correct filenames to all the objects upon lightmap baking? If you are trying to generate a lightmap uvmap, there is a way to do it without relying on the BF1942 scripts. If you are trying to setup the filenames, you are already doing it correctly.
A dialog box does NOT come up. It already did it for you. (if one does, then you did something wrong. The "setuplightmaps" button in the rexman scripts setups up the lightmap parameters for the objects you have selected. It's not supposed to generate a dialog.
What you need to do now is select your objects (I assume you grouped them by lightmap resolution, if you are trying to optimize your map for best performance) in the Bake Textures dialog (0 key is the hot key to bring up this dialog I think) and you will see that the correct settings are already set up. What you need to do fix the output resolution to fixed sizes. Currently the scripts always set the resolution to auto which tends to result in very small texture which would look bad ingame. Unfortunately 3DS Max STILL does not allow doing this to multiple objects at once so you have to select them all individually in that dialog and set them to the desired output resolution. It's quite annoying and I've yet to find a Max script that automates this.
Also, when you finally get to generating the lightmaps, Max may worn you about name conflicts upon generation. Click no so that it doesn't rename conflicting files. Max doesn't account for the fact that the "element name" of the objects which tacks on the object position information onto the file name that BF1942 expects. So you very rarely will end up with two objects trying to generate files with the same filenames. The only cases that might happen is if you have one or more of the same object placed closer then 1 meter from each other. BF1942 can only account down to whole meters and nothing in between. So closely clustered objects might have issues. But I believe this would have still occurred even on maps where you used the game engine to generate the lightmaps so that would be unavoidable.
Also, I'm not sure how you got your map's lighting setup, but be sure you have a sky light on your map or shadowed regions will be super dark. Don't worry where you have your sky light positioned in the max scene. Unlike the directional lights and the other normal lights, the way this light object works does not depend on where it is in the max scene. So you can just position it off to the side where it's not in the way of your scene.
A long time back I didn't know this when I was using 3DS Max for doing lightmaps for the first time and wasted quite a lot of time trying to figure out why my maps were too dark in areas. With my BFH/BF2 map conversions I have 2 sun light sources and 2 skylight sources (only one of each on at any one time during lightmap baking). One pair I used for static objects and the other I used for terrain lightmaps. It's much like how BF2 has it's lightmapping setup and was what I did to try and make them look as close to BF2 maps as possible lighting wise as I can directly copy over the light source colors used on the maps (I simply open the maps in BF2Editor to get the color values). The only thing I had to experiment with is the intensity values as Max does not light things quite the same way that the BF2 engine does.
As for detail maps in the lightmap channel. My BF242 redux mod is the best example. It's best that you keep the detail textures on the main channel used by the RS files and instead have your lesser detail color maps on your lightmap channel. This is because the lightmap uvmap will always result in lower detail for textures. Usually not a issue because it's normally used for lightmaps and as such detail for things like signs letters and other kind of random things isn't needed and the UVmap is structured to reflect that. (and that lightmap UVmaps are special and need to be organized in a special way. Which is why using it for more detailed textures can be problematic)
I don't know why you'd want to do this on custom statics though. BF1942 does fine without them. But for things like converting statics from newer game engines which most of the time uses multiple uvmaps for blending detail maps with color maps and other fancy stuff, then I can see the need for doing this. In what I am about to explain below, is the process I went through that finally got BF2 statics to look correct in BF1942.
I took the BF2 statics and used the main UV channel that BF2 uses as the detail texture (normally found on the channel 2 UVMap on BF2 statics) and then through a rather complicated process, I generated special color map textures on the lightmap channel to add the color to the right places on the statics (the color uvmap + their textures are baked with neutral lighting onto a lightmap texture that uses the lightmap UVmap) for each object that needed it. (most did.
). So then I got the "detail map" that BF2 uses as the main textures that the RS files will load. Since the color map channel has a lot less detail to it then the detail map that is why I chose to move the color map textures into the lightmap channel. (and it's best that you do it this way as well.
Then via a special script for Gimp image editor, I merge my pre-generated color map textures unique to each object to the resulting lightmaps generated on the final map. As you can see it worked out very well. I had a folder of all the BF2 statics I used with the color map textures as a lightmap texture. (with no lighting applied obviously) so for each map I generate lightmaps with, I set up thing up so my Gimp script can auto merge them to each group of objects quickly for me. So long as I take the time to organize the map's lightmap folders into the correct folders I prepared for each object, I can have the script do all the merging work for me.
Turn off lightmaps in BF1942 and you can see what all my BF2 statics look like without lightmaps. They lose both the lighting and their color. So it's easy to see how I did it.