I know I'm late here, but I wouldn't bother with Gmax, unless you are building models for mods or level design. I would move straight to
http://www.alias.com/glb/eng/products-services/product_details.jsp?productId=1900003 for the
Maya Personal Learning Edition.
This program blows every other free program out of the water, because it is the absolute full version...for free. The only drawback is when you render an image, there is a watermark on it.
I'm sure nobody has mentioned any illegal methods here, so I won't as well. But I will say, in all honesty, the majority of CGI work out there by hobbyists is from illegal copies of the software. As long as you aren't making money, companies like Alias and Discreet know there are tons of people using and learning on their product. When you start making money, then you own it to them to purchase the full licensed copy.
For your CG creature, I have a few ideas:
*First thing you want to do is use bump mapping on the creatures skin. An easy way to do this is use the same texture you used for the diffuse, and drop it into the bump slot (in max). The key here is to not use too much bump, and to make sure your repetition of the bump map is set to the same as the diffuse map.
*As for the ground he is standing on, you are using a large stone texture, which wouldn't really benefit from bump mapping unless is was extreme, so don't even go there. I would use...bah, nevermind. Just don't use huge 2D stones in the same scene your sporting 3D unless you bump it, or use actual geometry to showcase earth/stone.
*Use a three point lighting rig to showcase the objects. Make sure only one of them is using diffuse shadows. Go to this link --
http://www.3drender.com/light/3point.html for a nice and easy tutorial for a three-point lighting rig.
Good luck.