If the texture does not load, make sure the texture was in the same folder as the model when you apply it to the character, otherwise the path within the .x file wont know where to load the characters texture and you will have to manually load it. If you exported it as an ascii .x file check out the path to the texture with notepad. that has been posted in these forums at least 1 hundred times, if you spent a little time looking at posts in research mode you would be past that issue.
post a screen of the exporter settings you used within milkshape so we can see what went wrong.
there is a .x to dbo converter and you can code something very quickly by loading and saving within DBP. Some people have made stand alone converters as well.
post a snapshot of or the model file so people can help identify the problems at hand.
Perhaps you have animated something incorrectly in regards to keeping within the frames other models have.
As a guess are arms going the wrong way when you animate?
Are animations ticking or skipping at the rotation point?
as if its skipping a frame near to where it loops.
That could mean the frames used for say the walk cycle is out of step with what your allowed to use as a consistency with all other models.
Why should i have to ask these issues?
You should be presenting the information so we can evaluate the problems. Its like saying guess which hand is hiding the problem to begin with.
Wasting months without asking is frankly very silly, just ask next time.
Break the problem down into a verbose format.
Half of your post is frustration on your behalf, try to leave that at the door, it wont help you get anything done, no one can be blamed for not supplying enough information about your problems your trying to solve but yourself.
If you can just address the problems without saying how terrible it is, you might get more stuff done.
A lot of people here are professionals who are quite wise within the industry, work in many varied fields and also have encountered the problems you might be experiencing.
I cant help you any more if I hear frustration components to the data of your posts. Its not worth my time if your getting frustrated, calm down and be objective about the problems your experiencing, be verbose about the problems at hand, most of the 3d modelers and animators in here like myself have been down these roads before.
I can see your passionate and determined but crying its broken serves you and I no purpose to solve the issues. It may feel like a puzzle now, but keep focused and you may solve a lot of issues that appear to mountains when they are really speed bumps.