If you use milkshape, in your materials, just to make sure it comes out right, make a new material, and in the material settings there ahould be 2 buttons. Both say none, we want to press the top one, make sure your texture is named like you want in your add-on
Open the texture, apply to faces, and if you want, use the Texture editor in the Windows menu.
Not sure how to do it in blender, i'm not at home so i cant do much atm.