Ok I have figured out how to do the shapes and all but how can I have the textures I have added also be with the dts file? Everything I tried so far only ends up with a white texture (dts). I am in the mood of making new buildings and all and once I make them you guys will have them too. Thanks for you help on this, also if you can send a site instead of milkshape unless I have overlooked the instructions on something, to help me follow what to do. I have picked up on it really quickly and want to learn more on it. Thanks again

What 3d program are you using?

If Milkshape:

Download a freeware program named UVMapper
Export your Object as a.obj file
Open it with UVMapper and explore... Change a few things, etc, this program makes the wire frame skin that will go with your object (You can paint it later)
Save the obj in UVMapper
Open the obj in Milkshape

If Blender...

Too complicated to explain in my own words...
http://en.wikibooks.org/wiki/Blender_3D:_Noob_to_Pro/UV_Map_Basics

Here are videos on uvmapping with Blender

Open up milkshape w/ your object. Then go to the materials tab and hit "new". Then hit "none" and it will tell you to browse for the texture. Now select the object you want the texture on. Go back to the materials tab and hit "assign"

Also check these tutorials out very helpful indeed for assigning textures to objects in Milkshake

Tutorial 1

Tutorial 2

dude its milkshape not MILKSHAKE lol

Man LMAO - I have only been using it for 9 months and made many many objects and never noticed, I've always called it Milkshake how funny is that !!! XD