The importer only imports a single texture. But you can still use multiple textures, it's not recommended because it adds additional unnecessary strain on the engine.
Simply follow the steps below:
1. Place your .x file and the textures in the same folder (don't put the textures into a separate folder) in your entity bank.
2. Use the importer to import the .x with just one of the textures and save it in the same folder (we're only doing this to generate a FPE file and a thumbnail).
3. Go into the location where it is saved and delete the .obj file created by GameGuru, you don't need it.
4. Open up your .x file in notepad
5. Press ctrl+f and search for texturef
6. After each instance of texture (except the first one) you will see a link to your textures, delete everything in that link except the name of the textures. ie if it says "C:\\bobs file\desktop\textures\diffuse.png" then change it so it just says "dffuse.png", a way to quickly change them all in one go is to copy the part you want to delete then go to edit > replace, paste the coped text into the top box and leave the second box empty, then click replace.
7.Once the links are done save and exit.
8.Now open up the FPE file in notepad
9. Change "Desc = XXXXXX " to the name of your model
10. Change "model = XXXXXXX.obj" to "model = XXXXXXX.x" (you want to use your own .x model, not the .obj one GG creates for you)
11. Change "texture = XXXXXXX.png " to "texture = " (leaving this blank tells the FPE to use the .x files texture links instead)
12. Save and exit
You should now be able to test it in game and it should have both textures applied.