Sorry I learned the hard way... FPSC will only allow 1 texture file for your direct x model file. Your FPE file has to point to a texture file otherwise when you build your game your gonna get a white model... Now when in edit mode you can view your model with multiple textures as long as your fpe is pointing to the right directory. But this only confuses you if your trying to get things to work correctly...
from what I know you need to be able to edit your model... look in tutorials for uv mapping is probably my best sugestion for you to unify all your textures to a single texture file...
now autodesk has a free 30 days I saw on there site plus a ton of tutorials....suggestion watch the tutorials before you download this and run this program that way you get as much time as you can with this...simply because it is very expensive...
Other programs like milkshape works but I dont have the program and can't give you much refrences there...
Have you downloaded your CLiPs today.