First of all, thanks for all the info and help!
I have solved the problem by playing around with the max distance. Before it was set to 0... apparently 0 equals for infinitive distance (can this be?!)
In my first post's photo the object above my AO-Object is just the high poly I moved upwards to have a better look on the Lop-Poly. I was baking the AO from High-poly model to the low-poly.
Here are my new results after playing around with the max dist.
I didn't know that xnormal can bake AO too, next time I will go for it... But for simple objects like this I still want to be able to do the render quickly in 3ds max.
And what about Light tracer... I can't select that renderer.. or isn't it a renderer?