DirectX "Glowing" Surfaces

Hi,
I’ve made a model in Blender but when I export it to DirectX the lighting messes up and makes it appear that some faces are lit yet others aren’t.
http://img442.imageshack.us/img442/4236/blenderproblemht4.jpg
This is suppose to be like a cup shape (tube with one end sealed) and as you can see when you look into the cup the insides and lip appear lit and the when it is rotated* the end is no longer lit. I’ve exported and loaded the “Suzanne” monkey head without any problems so I assume it’s just the way I setup the meshes. I’ve also loaded other models from other 3D modellers and they all render correctly so I’m pretty sure the problem is in Blender somewhere.
*I rotate the object and then render thereby keeping the lights in the same places so it’s not a case of the lights being different 'cos they’ve moved around.
Anyone have any ideas where I’m going wrong?
Cheers,
Michael

Hi,
Is this not a problem that other people have experienced? If not, anyone mind suggesting what might be the problem?
Thanks,
Michael