Hey dude, I saw your post on the tutorial for the Object editor, here's my answer:
Every time you download a custom model and it requires custom textures, it's pretty easy: Just scroll a LITTLE bit down on the page of the model, there you'll see a subtitle - Paths. Than below it:
# Import the skins to the following paths: Textures/blah blah.blp
Simply open the Import Manager (F12), import the .mdx and .blp files and open the .blp file and check the Use Custom Path box, type there the text from the page of the model you've downloaded and it should work, if not, restart the editor.
If you don't get it i'll try again, ^_^