Ok, I understand what you want to do now.
The X-Wing model has all the textures “packed” into the .blend file. What you need to do is export the mesh to an .x file and all the texture maps to .jpg files.
I opened the file in Blender 2.37 and 2.4 and tried a couple export options (.x, .obj and .3ds) and none of them exported the texture maps along with the mesh file…
So I think you’ll have to go into Blender and manually “unpack” each u/v map and save them externally. Search the archives here and the Blender docs for “unpack” and “uv” and you should find a tutorial or info.
Next, you’ll have to change each material so that it’s using the external .jpg file instead of the internal file.
And then last, you’ll export your model. You may need to try a couple different formats and conversions to see what works for you. I normally save as a .obj file then convert that to a .x file using LithUnwrap or from a .3DS file with 3DSconv (both are available for free, google to find them).
I’ll give you a heads up, though. Several of the exporters I tried didn’t work, and the .X file I created was almost 20 Mb in size. That’s probably more than DirectX supports. You may have to simplify the mesh in order to use it in Blitz3d, do a search of the archives for “reducing mesh” and you’ll find tutorials on how to do this.
That’s the best I can do, unless a somebody with a bit more know-how can intervene…