Convert the model to mdl.
Open it in notepad.
Find in the headers under the anims..this is a example from my garr model. (there is spaces, but the jass code tag isnt working there is no spaces on the forums.)
}
Textures 1 {
Bitmap {
Image "textures\GeneralGarr.blp",
}
}
blah blah...
just change the path to something like this (or to whatever you want to name the skin along with the model) the path doesnt need the "Texures/" crap not unless you want to change it so it uses an ingame skin.:
Textures 1 {
Bitmap {
Image "FireWarrior",
}
}
Then save, convert back to mdx and import the model along with its skin and use the path you did in the mdl and put it in the skin path when you import.