3ds to .dts No textures, all white

This has most certainly been addressed, probably multiple times, on these forums, but after having used the search function and coming up with nothing I decided to post a topic, and perhaps you could all direct me to earlier discussions, or answer, what may be, a very simple question.

I am not a 3d modeler, and I know very little about it, or 3d Studio Max, but our school has copies of it, so I have been trying to convert models I found free on the internet. I downloaded a lot of models, trees and such, in .3ds format, and import them to 3D Studio Max (version 8.0). They look normal, like they were designed. They have texture, greens, browns, they look like trees. However, whenever I export them to .dts (I have done this two different ways) when I import them to the game, they are all grey (kind of shiney), but have none of their original colors or textures.

I have tried exporting the models using the standard exporter along with the xform thing that creates a bounding box.
I have also used this "pro exporter" http://tdn.garagegames.com/wiki/3DSMax/ProExporters

Both do not preserve textures/skins or whatever the official term for the pretty colors is.

Perhaps I am just missing an export setting that creates a seperate texture file? I know that a lot of the .dts files I find free on this site have a seperate .png texture file with them. How do I create this file, and then how do I apply it to the tree after I add it to torque? The .3ds files seem to have the textures built into them, as there is no seperate file. How can I make these trees show up properly in Torque.

Again, I am new here, and don't know much about 3D Studio Max, so any explanations of settings that need changed will need to be pretty noob friendly.
Thank you for all of your help.
David Thompson