What I do is this, if the animation was stopped normally, simply start it again and set a different start frame in Max (to the first one that was not rendered).
If the animation stopped abnormally, start it again but from the last frame that was rendered (so, overwrite the last frame, just in case it was corrupted in any way).
As a note, always render an animation to separate images for each frame, and turn it into a movie format in post, otherwise you do have to render from the beginning again. (edit, well, depending on your movie format - many need a complete file to work, though I think .mov will work up to the last frame it has, in which case you could just start from the last frame that was in there, and combine the partial .mov with the new parts in post - but to avoid heartache, simply render to separate image files :) )
