Hi
I have model which is lightmaped externally in 3DS Max. It works perfectly fine if there is no light.
When I add a light it is affecting lightmaped model also. I have selected affect non baked only, but the light is still affecting on lightmapped object.
How to make light not to affect on lightmapped object?
Affect non-baked is related to lightmap flag on model. Not the fact it has lightmap on material.
To avoid light affecting it there is a number of options: either toggle lightmapped flag on model, or better on materials of that model, in last section uncheck use lights.
Wow. Thank you very much Max, it works. 
Is it possible to receive shadows when use lights unchecked?
If you want to have a bit more fine-grain control, then you could use lightmapped flag, and then on lights to make them affecting your lightmapped stuff, check for them ‘affect baked’, that way you can say which light affects non-baked and baked.