Objects should be UV mapped before importing them into CharacterFX - so sorry if you've already rigged and animated your model! - you have might have to re-import the UV mapped version. DirectX files might loose their animation data when importing into a UV mapper. I use 3DUnwrap, which I think works with animated models, but I wouldn't risk it... this is my workflow that I stick to like a religion:
Make model, save as .3DS, with dummy textures applied.
Import model into 3DUnwrap, UV map, export UV map images for use as guides.
Export as .3DS again, save as 3DUnwrap as well for safety.
Import into CharacterFX, select mesh and load then apply the relevant textures.
Export as .X
Sometimes I need to load the .3DS model and re-export it - like 3DUnwrap's export and CFX's import hate eachother.
Anyway, I just wanted to add that bone animated models often need to be reset before you can texture them in DBPro. You might come across this issue next, just remember that objects that have trouble with textures are often fixed by texturing them with image 0 (texture object obj,0), then texturing with the relevant image number.

Health, Ammo, and bacon and eggs!
