Brushed Metal Using Small Bumps
Since anisotropic reflections are really just reflections distorted by tiny bumps on a surface, why not just make those fine bumps on our cg surfaces? Well, you can, for example, take a look at the tea kettle that I rendered in Ghost (the predecessor to Brazil)...

Here's the bump map cheat I used to create the above image. First, make a smooth reflective chrome surface. Then add a very soft, small but elongated bump map, which distorts the reflection primarily along one axis. Here's the Example File using max 5 and Brazil Rio (available at the Splutterfish Website)

Here's the material I used for the kettle on a simpler cylinder. Remember, you don't have to use a noise procedural map like I have in this file, you can also use painted maps for your bump, as long as the bumps are fine enough. So, for example, if you have the top of a cylinder, you could paint a map that has scratches going in a circular direction, and then map it to the top of the cylinder. It'll look like the top of a CD, or the bottom of a pot.
While this technique works, it takes a lot of fine tuning to get just the right size and frequency of bumps to produce the type of distortion you want.
Brushed Metal Using
Anisotropic Reflection Shader
With an Anisotropic Reflection shader, you can stretch the
reflection without the need for a fine bump map (although adding bumps
does make the effect look more realistic). Much like an anisotropic
highlight, you have control over the amount of anisotropy, and the
reflection gets stretched in the direction and by the amount you
choose. Brazil currently does not have a shader that does anisotropic
reflections. mental ray in max does however. Create an Arch &
Design material in Max 2008 or above, and it's anisotropic controls
affect both the highlight's anisotropy, as well as the anisotropy of
the real raytraced reflections. See the image below, the highlight is
on the right, and the teapot's reflection is getting distorted
downwards...

Brushed Metal Using A
Reflection Map
Similar to the first example, but you use a pre-distorted reflection
to make it appear as though it's anisotropic. So say we have the
following reflection map...

That produces the following reflection on our cylinder...

Now take this reflection map and use the motionblur filter inside
photoshop on it going vertically, amount depends on how much of the
effect you're after. You get something like this...

Now the reflection looks anisotropic, although it's not the surface
causing the anisotropy (like in real life), but the reflection itself
that's been pre-blurred to appear anisotropic...

And now add a little noise in the bump slot (or even the diffuse
slot if you'd like)
to simulate the grain you see in anisotropic metal.
Note, the
noise doesn't have to be as small as the noise I used in the "Brushed
Metal Using Small Bumps" above, because we're not using the bumps to
distort the reflection, we're just using the bumps to look bumpy.
Also
note, the direction of the grain should always go in the opposite
direction that the reflections are stretched. This happens
automatically when you're actually using the grain to distort the
reflections, but you need to keep this in mind when doing this sort of
cheat.

Here's the max file (max 5, Brazil Rio) to produce the images above.
Of course, this trick
only works with a reflection map, you can't use it to distort real
raytraced reflections. Although you may have some luck using it with
glossy raytraced reflections. To do this, your environment map is
anisotropic (using the reflection map technique above), and your
raytraced reflections are blurry in all
directions, but because some of the stuff you're seeing reflected looks
anisotropic, the viewer may not even notice that the real reflections
are technically incorrect.

Hope that gives you a few recipes for brushed metals in max.