Just for the record for load the texture, i put the attribute of material on null and then i followed the tutorial of the wiki
try{
skin= new Texture(getResources().getAssets().open("Katarina_pirate_diffuse.png"));
model = Object3D.mergeAll( Loader.loadOBJ(getResources().getAssets().open("Katarina_Pirate_object.obj"),null,10));
}catch (Exception e){
Log.e(TAG,e.getMessage());
}
TextureManager.getInstance().addTexture("Katarina_pirate_diffuse",skin);
model.setTexture("katarina_pirate_diffuse.png");
model.build();
world.addObject(model);