If you export your model from 3ds Max with embedded texture the importer will ask you to point to the textures when you import it.
Once you save it out, then open the FPE file and remove the texture call if there is one there.
Save the file and test in Game Guru.
RIP
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, Screen resolution 1680 x 1050.
New:
Intel(R) Core(TM) i5-8400 CPU @ 2.81GHz, 12GB RAM, Nvidia gtx660, Windows 10 Home 64bit, Screen resolution 1920 x 1080. System Passmark 3774