Here are my results. I am blender illiterate, but again after messing with it, it worked proper with the default direct x exporter.
When I opened the blender file it was using a .png for the texture.
I made a new material and assigned it the _d.dds texture.
Open up the UV map portion and it was already mapped. Not really sure how, but got it assigned to the object and exported it out of blender using Direct x with the export selected objects only option off. All other default.
My files are attached.
Intel(R) Core(TM)2 Quad CPU Q6600 @ 2.40GHz, 2400 Mhz, 4 Core(s), 4 Logical Processor(s), 4gb RAM, Nvidia gtx660, Windows 7 Pro 64bit