what paint program are you using?
Which ever one you are using open and make a new blank image say 2048 x 2048, Make the background either transparent or black is fine.
This gives you room to import 4 1024 x 1024 images into the new image. Place the textures into the new image so all texture you want to use on the table and chairs are in the new image. Save as a .dds file. Example below:
Now I am going to have to refer you to the milkshape tutorials again as I use 3d max.
Go to Here: http://chumbalum.swissquake.ch/ms3d/help/
there is under the examples in the index on the left, Applying a texture. That will show you how to apply the texture to the model.
it also goes through how to use the texture coordinate editor which gives you the ability to map certain faces of your object to parts of the texture.
I am also sure you can search the Classic forum for milkshape tutorials and there should be some expert milkshape user help from that search.