I'm having the same problem. The reason autokey doesn't work is that the value is not keyable. Why exactly that is, I don't know. I suspect it has something to do with the way the wire parametres have been set up. I initially had a two-way connection between the slider and the corresponding dummies but changing it to one way connection didn't help.
Now I'm stuck with a rigging setup that uses slider manipulators that don't animate. I'm sure there is a way to animate them, otherwise what's the point for them to exist in max?
I think I figured it out. I am using Max 9 (could just be a bug with 3ds max 9). I noticed that I could sometimes animate the slider and sometimes not. I think if you create a slider then wire its value to a parameter then try to adjust the slider properties, the slider wont work.
Now if I adjust the properties first (then do a quick animation test on the slider to make sure it works) THEN wire its value to your parameter, it should then animate correctly. That's what seemed to do the trick for me. Let us know if someone finds a better solution.