Well, here we go....

when thinking about the gradient-volume-light problem and the first approach
by overlapping ranged cones, I suddenly realized that there was a note 
somewhere saying that max supports negative light, thus subtracting light 
from a scene. Why shouldn't that work for volumetric lights also ?

Try a simple one:

Create a spotlight of any color.
Copy it (same location, same parameters).
Activate ranges for the second light AND adjust the multiplier to -1
(the minus is vital, thus creating a negative light)
Create ONE volumetric light for THOSE TWO.

Result - You get a capped cone of light, floating in the air.

If you now combine several lights that way, creating multiple overlapping
cone segments you are easily able to get any gradient you need.

I included several tutorial files:
light.jpg - chart to visualize the systematics
rainbow.jpg - the rendered effect 
light.max - max scene 

Cheers
Michael Ludwig
100445,3603
