Are all of your textures square? If not, TGE will just forget them over everytime. Trust me, Ive tried.
You'll usually have to adjust the size of the image itself, alter the tex. coordinates, etc and recheck constantly to get it right. If it looks correct in the modeling software, its probably gonna be wrong in-game.
This error is a part of TGE's general stufftiness and is virtually unavoidable.