place vray20XX.dll in C:\Program Files\Autodesk\3ds Max 20XX\
place cgauth.dll in C:\Program Files\Autodesk\3ds Max 20XX\
                AND C:\Program Files\Chaos Group\V-Ray\RT for 3ds Max 20XX for x86 or x64\bin

THIS IS ALL YOU NEED TO DO
-SAM AND OBLIQUE-