My suggestion...
A) Get MilkShape ($25) 30 day trail available
B) I'm assuming that you are UV mapping your texture in Maya. Export your texture as a JPG, PNG, or TGA file, and the mesh as an .OBJ file.
c) In Photoshop or GIMP, convert the Texture file to DDS. Note, I would think that you will need to set-up the texture that you use in maya to a X4 size; 512 x 512, 1024x1024, etc based upon your texture needs. These size formats are critical in FPSR, so you want to retain the texture file size even when you convert it to DDS.
D) Import the .OBJ into MilkShape. Load the texture into MilkShape, Select all, and assign the DDS texture to the mesh. If the UVs are correct the texture should realign itself to the mesh as it was in Maya.
E) If all is correct use the MilkShape .X export to save the file into an FPSR Entitybank folder. Place the DDS file in the same folder. Then create an FPE file, and (with fingers crossed) try loading the entity into the FPSR Editor.
I have not worked with files from Maya, but I have done this with several different OBJ files and had success.
Good Luck and Happy New Year
There is no Spoon...