Hello,
Make sure your DBClassic is the latest version (1.20 it reads 1.14 in the editor). If you have the trial version, I'm not sure if 3ds files will load.
If the polygon count is too high for a single model, DB will complain and not load it. I'm not sure what the limit is for a single model.
Try using conv3ds.exe to convert the 3ds file to .X format. You can find a link for it here:
conv3ds.exe
though I haven't tested this particular link (I just did a quick search for conv3ds.exe)
Try finding a model with only 3000 or less polygons to test loading into DBC so you can prove to youself that it works.
Load Object "some model.3ds",1
Try using Deled3d to import the 3ds model and then export it to .X format. If it won't work in Deled3d, it won't work in DBC (that's been my experience).
The only embedded textures that will work consistently with model files loaded into DBC are .bmp type image files. And the naming convention for them should be 8.3 (maximum of 8 characters for the name with a 3 character extension). Sometimes other formats will work, but more often than not, they won't.
Enjoy your day.