Uhhh, 3DS Max units are not huge. The home grid is defaulted to 10.
To change this go to:

Here, click it, and this window pops up. Change the grid spacing to 1.

Note: length and width are both 1 Max unit but each BL plate is 0.4 in height so a 1x1x1 brick is 1x1x1.2 in Max
I recreated the 1x4x5 brick in max with these settings:

And I made sure the brick was centered and at 0 height

Perfect!

EDIT: I also hope you aren't using METERS to try to make bricks with.
Change your units to Generic Units:
