Strange. I had a problem once where nothing would render unless it was selected. No idea how I caused it but it was only on one scene so it must have been something I pressed.
Check the meterials in the meterial editor, if your trying to render the brake disc from the back then it wont show unless 2 sided is selected in the meterial slot for the brake disc.
Go to 'Object Properties' and make sure 'renderable' and 'visible to camera' is checked.
Another area to check is go to the render panel and choose 'force 2 sided'
In this case, it could be the disc's material.
Make sure the opacity of the disc material is 100% and the alpha map for opacity map slot is ticked.
May be you can upload the max file. (Just the file, no need to upload any maps) I will take a look
There is no problems with the files from that website, the disc renders OK. It may be you have done something while merging to the scene.... That is why I ask you to upload YOUR file here
There is nothing wrong with the file. (see first attached image) I think you have miss linked the opacity texture map (TIREBACK.TGA) If Max file can't locate this map, the disc will become transparent (see attached image)
Go to the opacity map slot and click on the bitmap slot and relink the file.
One way you can do is copy all the texture map files and drop them to the same folder as the max file.