I just downloaded Max 9 and had the same thing happen. I noticed that not only did the first name replace the last name, but also that any names I had told to file as Company name were also now filing as contact first name. I called tech support and they said that it was a known issue and to download SP1 for Max 9 to fix the problem. Seemed to work for the first sync only and the next one it screwed up again.
Also, does anyone else find it takes quite a while for the sync to finish? I have about 600 contacts