Few things -- the 'net' of the goal must be one object. Frame of the goal should be separate.
Net must be:
1. one material, no submaterials;
2. one smoothing group (possibly not really needed but many smoothing groups causes some sub-division of the mesh and you don't want that)
3. and you must paint vertices.
Black vertices will not move, white will move. (so flood-paint everything white, then paint the edges that will not move, in black).
4. Finally, in 3DSmax, before exporting make sure you tick 'Physicalize' in the 3DSmax material. This tick in the material is only used during export, not before and not after; its a flag to the exporter.
If you miss any one of these items, in most cases, 'Cloth' entity will not simulate.