Okay so I have a bit of a problem.
I tried to export a model using Milkshape, the problem is some of them have textures and some don't, as for most there are .mat files somewhere. The problem is, ships like BHG line or Scylla don't have the .mat files in the same folder and without them they import without textures.
I personally set Milkshape to auto extract, cause sometimes mat files are either just in the main folder or somewhere else. This is of course if you only need the textures and not the entire .mat file