CShop exports the textures and the .X file all into the same folder and references the texture files by name in the .X file. The easiest way to use the .X file is to either:
1) Use:
load object "c:/full/path/to/object.x",1
in your program or...
2) copy ALL the texture files and .X file to your DBPro project directory and use:
load object "object.x",1
Either way should work.
I export most of my objects from gameSpace to D:\gsProjects\somename.x, so in DBPro I do:
load object "d:/gsProjects/somename.x",1
and all the textures get loaded fine with DBP U5.1b.
Desktop: AMD900/256MB/Radeon 8500 64MB/Win98SE/DX9.0b/Catalyst 3.9
Laptop: P3-850/384MB/GeForce2 Go 16MB/WinXP Pro/DX9.0b/Detonator 45.23
DBPro with patch 5.1b