I made a really cool tank mesh in 3DS Max 7, and now I want it to go into my DirectX program.

I use the stock DX .X file exporter for 3DS Max, the one that comes with the SDK. I just went to File -> Export then selected .X file from the drop down box. It saved fine, but heres my problem:

I open the .X file with the DirectX viewer and it shows my tank, but its black and white, no textures, poor lighting, and if I try to load it into a mesh in my game it doesn't work! I think these problems are all related to something I forgot to do in 3DS Max.

I added textures and lights, so it should be viewable. I read one tutorial that told me to use UV mapping or something, but the tutorial is for 3DS Max 4, so I couldn't tell what to do.

How do I get my model to work?