Hi,
That's a default 3ds max's behaviour, that any new object in the scene gets the corresponding class name and sequential numbering (like any new Box object will be named Box001 and so on). Anyway, names of these objects can be treated easily in the same way as any other object in the scene - by editing its name under the Modify tab / via Scene or Layer Explorer / by setting the $.name / using the Rename Object tool etc.
Best regards,