In Wings, you want to "make external", not "export", your texture - that will make the texture in Wings just a reference to the external bitmap, instead of storing it all inside your wings file and bloating that up like all get-out. If you already exported, no worries, just rename your existing texture bitmap, "make external" onto the original name, and copy the renamed original back over the newly external texture!
By the way, you might be interested in Wings' capability of "baking" OpenGL shaders into textures... it requires a bit of programming (to create the shaders and link them into Wings), but the results are pretty spiffy!
Wings comes with a couple of shaders already created and linked ("wood" and "noise") as samples - take a look at those; you might also want the "edge filter" plugin I created which gets rid of the jagged edges on baked textures!
Can't remember the URL where it's at right now but I also have it on my machine so I can post it on my site now that I got that working if you want!
Maybe I should work on a program to create the "linking" code for a shader automatically... that would be really handy
I do wish though that you could save shader parameters in Wings somehow... I'll have to see if there's a plugin for that, and maybe create one if there isn't, if I can remember enough Erlang to do that! :P