I opened your .max file and didn't immediately find anything wrong. Since I don't have the textures you used for your model I attached my own. I exported it from 3DS and imported it into SC2 and everything was there as it should be. So I'm not exactly sure what to say. It could be the way you applied the textures to the model and the wavefront objects. It could also be the way you imported them into SC2. If it's neither of those then it could be the .m3 export script.
I attached the SC2 map and .max file that I based off of your .max file.

Converted WMO's: http://www.sc2mapster.com/assets/more-converted-wmos-wow-building/
Adding team colors and Attachment points to WoW models: http://www.sc2mapster.com/forums/resources/tutorials/31795-tutorial-wow-models-into-sc2-with-team-colors/

lemmy734 Regular ShmoeIm following this tutorial: http://www.sc2mapster.com/forums/resources/tutorials/31795-tutorial-wow-models-into-sc2-with-team-colors/
Basically i followed the tutorial and everything looks good in 3ds max, but when i export it and then import my model into sc2 the attached items, weapons shoulders and what not are not there, its just the original model i exported with the wow model viewer. Here is a screen shot as you can see by the animation everythign is attached to the model.
I mean ive even done it where i just import the main model, import one wavefront object like a shoulder pad, and then select and link it to the attachment point and thats it i export the model. Not sure what im doing in this simplistic three step proccess wrong. Any ideas? Thanks.
(Click to enlarge)

EDIT: Below is the 3ds max scene i created that you see in the picture. Its here to take a look at if you want.
EDIT: Also ive opened one of hte models the guy who made this guide made, a footman much like mine. In that model the shoulder pads for example where attached, but there where no green attachment points on the shoulders. And using the select and link and unlink buttons did nothing i couldnt really even move it off the model. On my model i have the green attachement points and unlinking them works. Does the file path of the wavefront objects matter?
Ive also succesfully exported his model into SC2 so its not a software problem, im doing something wrong or my version of 3ds max (2011) does this kind of attachment slightly differntly than what was outlined in the guide.