When installing WW Pro, the VTFLib.dll must be copied to the 3ds Max root directory in order for the VTF plugin to work. This should happen when you install Wall Worm. However, in some cases, the file is not properly copied during installation. When that happens and you load Max, you will get this message: 

Error Loading Plug-in DLL: Error code 126 - The specified module could not be found. 

To rectify this problem, you can browse to the Wall Worm installation folder and copy C:\Program Files\Wall Worm\Wall Worm Pro Pack\WallWorm.com\VTFLib\bin\x64\VTFLib.dll into the root 3ds Max folder. Then restart Max.