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Hello everyone!
I need help with maxscript, how could I implement several loops in my script? I could successfully import files with one mesh, but how could I parse file with couple of meshes through maxscript?

You would use a "for" or "while" loop, but of course you'll need to understand the basic structure of your file.
With a while loop you'll need to keep it check with a loop condition that will return false at some point or else you'll get stuck in an infinite loop. There's a bunch of Maxscripts on this site you can look at as examples. One example is chrrox's Star Ocean 4 importer: viewtopic.php?f=16&t=6860&start=15

Also, if you haven't seen them, these are some good videos:http://vimeo.com/album/1514565
"Loops and Loop Control" is on the second page.

Actually, even better. Check out mariokart64n's videos. viewtopic.php?f=16&t=5644
That's how I got started.