Keep in mid that not all Direct X files are the same, and not all of them will work in Reloaded. I ran across a program called MilkShape which is a wizard at importing and exporting 3D files. It is also a pretty complete modeling program in itself.
You usually have three issues here. One, to get the model into an acceptable .X format, two, the conversion of the textures to the _d.dds format used by Reloaded, and three, the reapplication of the textures to the model using the DDS format.
I've had success in taking non DDS texture files, converting them in Gimp or Photoshop to DDS, and then reattaching them to the model in MilkShape. Once completed the model can be exported from MilkShape as an acceptable .X file. With these completed all you need is an FPE file to get the model into Reloaded. MilkShape is about $25 as I recall.
Good Luck
There is no Spoon...