Have you typed in the right path for the texture BLP file?
If not, remove war3mapImported\, save the map and restart World Editor.
The MDX file can have any path.
Icon BLP's should have a path like:
ReplaceableTextures\CommandButtons\BTNsomething.blp
ReplaceableTextures\CommandButtonsDisabled\DISBTNsomething.blp