Make sure your maxcoin.conf looks like this:
rpcuser=username
rpcpassword=password
rpcallowip=localhost
rpcport=8669
gen=0
server=1
addnode=maxcoin.cloudapp.net
addnode=maxcoinus.cloudapp.net
addnode=maxcoinasia.cloudapp.net
addnode=maxexplorer.cloudapp.net
addnode=213.179.202.19
This will be located at (for Windows) C:\Users\$YourUserName\%AppData%\Roaming\Maxcoin\maxcoin.conf
You'll want to make sure that two settings are enabled:
1. Viewing hidden folders (Tools > Folder Options > View > View Hidden Folders)
2. In that same section, uncheck the box for "Hide Extensions for Known File Types"
You should be all set...close the wallet, restart it & give it a few minutes