Hm, that makes it a bit more difficult, then.
The problem is that the game isn't connecting your model with your texture for some reason, but the cause can vary. Obviously you've double-checked the presence of texture references in the mesh file. Make sure the name of the texture file matches what's in the mesh file exactly, including spelling, capitalization, and file extension.
If I could see a copy of the mesh file and the textures files, I could more easily help you find the issue. If you could post pictures or upload the files somewhere, I think it would be a huge help.