Very Brief (I assume you are an intermediate Max User)
1. Get an standard biped. import the BVH to it. Play it and see if it works
2. Then save the bip file out.

3. Now load your character file which needs your biped you rigged the character with. Open the bip file.

thats it!!
If you have Cat rig:
4. Save the biped file again from your rigged biped character.

5. Open the catrig with your character and Load the Bip file.

THats it!!
This took me over a week to figure it out and have a workflow. This is very basic. I have folders for BHV,BIP and Catrig. Just incase i need to go over a an animation.
I love Catrig because of the animation layers plus you can edit the world cordinates so easily. I can make a mo cap tutorial for max if this is useful.