You can do this tutorial without any texture maps by using procedural maps (Noise, Cellurar and Smoke).
It just doesn't give you as good results. Click here for an example where's used ONLY "Noise", "Cellurar" and "Smoke" to make the ground texture.

Let's start.
Make a plane (Max 2.x users can make a patch)
Length segs: 40
Width segs: 40

Next step is to make a displacement map (in this tutorial I used "Smoke" material).
For more detailed ground you can paint your own if you like more control for your height map.

Smoke parameters

Result after displacement map.

Ok. Now make 2 more copies of your terrain and move each one a little bit down
and name them from top to bottom: "layer1", "layer2" and "layer3".


Next open up material editor.
I used following three material slots "Diffuse", "Opacity" and "Bump"

Diffuse slot:
You should find following textures from your Max package.

Layer 1: Treebark.jpg
Layer 2: Loosedrt.jpg
Layer 3: Evrgren2.jpg


For opacity I used 3D Studio Max 3 material "Gradient Ramp".
Max 2.x users can use "Noise" or "Smoke" maps.
 

Opacity slot:

Layer 1:

Settings for Layer 1's Gradient Ramp.

Layer 2:

Settings for Layer 2's Gradient Ramp.

You don't have to make exact copies, just make sure that Layer 1 and Layer 2 have different opacity.

Note! I've noticed that if you put too small number to "Size" (less than 1,0) it won't look good when you render. So size does matter... heh heh....

Layer 3:
NO opacity map (because this is the last layer and we don't want to see through it)

Bump slot:
For all layers use noise map.

Now it's rendering time.

With any good luck you get good results in first try, but usually you don't. Then it's back to adjust your opacity maps

_____________________
You've probably noticed that this method increases your scenes face count alot. Try this (for Max 3 users, sorry).
When you're happy with your ground texture. Select all the layers and select "Box Selected" from the menu next to "Quick Render" button.
Now render from top view. Now you can set your resolution which to render. Now you have a nice ground texture.
Now delete layer 2 and 3 and apply this texture to layer 1.

That's it for the ground. 



Now let's watch these two pictures.
 
This one have background picture in old fashion way.                      
(You can see that background doesn't fit with the terrain)                 

Now how is that made you might ask?



This is how I made it. 
See that blue box opposite to camera.
That's where I placed my sky texture and 
you can see those 2 lights, which gives right tone for the sky and for the terrain. 
(now it match better with the terrain). 


If we think any further we'll see that this doesn't work if we are making animation.
Don't worry I've a solution (I think. Ofcourse I haven't tried this, but... it should work).
What if we make a hemisphere over our scene and apply our sky texture on that???
Now where ever you turn your camera you see the sky. AND if you make more  layers of that sky
hemisphere you could easily do MOVING clouds by using "Noise". 

I made a picture where I combined both "Trees" and "Landscape" tutorials.

Click here to go my tree tutorial