Titel says it all.
Working with 3dsmax 7.0

Can anybody tell me how I can make parts of a plane transparent/invisible via a .dds-map?
I tried to, but all parts that should have been transparent were black.

It's easy. First of all put the transparency mask in the alpha channel of your DDS texture image. Then in max, if you're using standard material apply the texture to the opacity channel (so you'll have same image in diffuse and opacity channels) and make sure that channel is set to 100. Once you export you'll get a transaprency where appropriate.
If you're using the civ4 shader material then I think the opacity is controlled by the "particle opacity" channel, and you just treat like you would the opacity channel. To be honest though that last part I could be wrong, 'cause I can't remember what happened when I tried to create transparency using civ4 shader, but I did end up using regular material for most of my objects with transparency.

Thanks a lot

Notrazt, I assume you are trying to make water go away? I've been experimenting with this myself but since I don't have an alpha-channel capable graphics editor, I've been bumbling around just creating 512x512 transparent images and then amusing myself by putting big colored boxes on them to see how tweaking the water planes .xml file can cause them to move real fast and change colors when they collide. But, I always suspected I was missing something just doing it by brute force -- is that, in fact, what you're working on doing?

[The first thing I'd love to do is remove the water effects altogether. The second is then create the illusion of "psychic ripples" or static or something like that to replace it... but getting rid of them is my first goal.]