You probably need to deal with the Physical Scale params in the environment dialog. Also, you can use the "Render Preview" dialog to test your lighting before you actually hit the render button on Max's Interface.
Getting the sun to work properly is hard if you've never done it before because you should only use the set of lights that are Photometric rather than the old-school lights (i.e. pre Max 2008). Once you have your photometric lights setup, you'll need to turn on the mentral ray Photo Exposure controls in the Environment dialog. There, you can tweak the f-stop, film, and shutter parameters of your render. You can also just use a EV (Exposure Value) to make your life easier.
You should also read this through all the way to really understand why your renders are turning out black.