Well, i post a reply before but it didnt appear.
load the textures on the textureManager before rendering the world
what are the results you got, I mean, what does exactly do you see?
all textures have to be on the jpg format, 3dsmax accept many other format but use jpg for jpct.
make sure your mateials in 3d studio max are not noly colors but textures from a jpg file.
I made a programm in which a car is loaded, you can rotate the cam to view it from diferent angles and change it color, visit the download section, I dont know why but it runs well on my PC but it doesnt work on others, I think its a problem of the package, review it, may help you.