Phoenix-D, I'm having the same problem porting models with textures to DirectX.
What are you using?
I'm using Blender (great *free* modeler/renderer/animation/gaming software -
www.blender3d.com) to create the models but the export to DirectX via a Python plugin is shaky at best. Most of the file converters out there have spotty support for DirectX as well. They can handle the mesh faces okay sometimes but not the textures. It seems like nothing decent out there supports the .X file format except for MS developer tools. Stinks.
If you've found anything better, please share. I'm frustrated.
-ColdSteel