Well I don't know what are those problems though if it's with textures, the best thing is to use the UNWRAP UVW modifier (or something like that) then select Sub-Object - faces (or polygons) and then select those, then click the button Planar Map, it will 'flatten' the texture in the direction of the visible yellow gizmo. I use 3DSMAX for my textured models and never had a problem, it should work for you

... though Milkshape is very good
[Edit] Testing sig
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-= 933 Mhz - SiS 630/730 8Mb - 128 RAM - 2.1Gb / 6.2Gb HDs - Sound: C-media CMI8738/C3DX PCI - CD-RW 52*32*52 - Windows 2000 =-
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