All paths should be properly mapped under your 3ds Max's configuration accessible by Customize - Configure User Paths - External files and stored in the 3dsmax.ini. The .ini file is located by default here:
C:\Documents and Settings\<username>\Local Settings\Application Data\Autodesk\3dsmax\<max version>\enu\3dsmax.ini
Actually, it's not necessary to configure these paths manually. When Forest is loaded, it's checking if these paths exist and if not, all of them could be added automatically.
If you marked previously the Do not show this message again check-box to disable that pop-up window, you can revert it to its default value (to pop-up) by setting the checkTexturePaths = 1 in the forestpack.ini configuration file located by default at:
Hope that helps.