in 3dsmax usually you need to use Ctl+z (undo) specially you work fast. In default, 3dsmax save 20 levels for undo. You shall change it to more, maybe (I offer) 200 (max is 500 and I think you will never need to undo 500 levels!). For do it:
from 3dsmax menu > Customize > Preferences > General > Scene Undo