http://fpscrforum.thegamecreators.com/?m=forum_view&t=97&b=10
If you scroll down to the bottom of the linked thread I go over the process briefly. I would move the .x mesh and the .dds textures to the same folder as the fpe file.
In the link above I show one of the models from the x10 ww2 pack converted to work in reloaded. I moved all assets into a single folder and the fpe looks like this (below). Very important that you add the new shader. I believe it will work even if you don't have _S, and _N textures as I remember reading in the blog that Lee put placeholder _S and _N for entities that don't have them. That said, if you are knowledgeable in how to make normal and shader maps it will greatly improve the overall look.
;header
desc = single_room_building
;ai
aiinit = appear1.fpi
aimain = default.fpi
aidestroy = disappear1.fpi
;spawn
spawnmax = 0
spawndelay = 0
spawnqty = 0
;orientation
model = single_room_building.x
offx = 0
offy = 0
offz = 0
rotx = 0
roty = 0
rotz = 0
defaultstatic = 1
materialindex = 2
collisionmode = 1
;visualinfo
textured = single_room_building_d.dds
effect = effectbank\reloaded\entity_basic.fx