You will need to open those textures in GIMP and export them as .dds files. You need to get the plugin from the GIMP repository on line and install it to do this. Once converted, then put them in the folder with the x file and bmp and fpe file.
Rename the x file in the FPE to match your model name and change the name of the texture in the FPE file to the name of the texture_D.DDs texture. Save FPE file. Delete the dbo file from the model name if made and re test the object.
Now also GIMP does not export 3d mesh files, but I think I know what you mean.
Which model program are you using?
Intel(R) Core(TM)2 Quad CPU Q6600 @ 2.40GHz, 2400 Mhz, 4 Core(s), 4 Logical Processor(s), 8gb RAM, Nvidia gtx660, Windows 7 Pro 64bit
