I don’t know if this information is still up to date, but I heard about this other .x exporter script for blender that is supposed to work better. You can download it here: http://xoomer.virgilio.it/glabro1/python236.html
the filename is DirectX8Exporter236.py
Supposedly you just put it in the scripts folder of your blender install and it works, but I would guess that you need to rename it to mach the other one: DirectX8Exporter.py
You should keep a backup of the old export script just in case you want to use that one again later.
-THe x file supports UV textures.So you need to UV map
the cube and then texture it.Thn you can export it.
-If this doesn’t solve your problem let me see the
.x exported file.
It doesn’t help that the directx exporters (okay ALL exporters :P) for Blender are sketchy at best. The directx exporter that works the best still has an annoying glitch: If your texture is untitled.jpg, it will write “untitled.jpg.001” into the .x file. So you need to open it up in a text editor and make sure that the exporter isn’t playing a prank on you.
And yes, that one is the best exporter… the other ones I used didn’t even bother to write the UV map data to the .x file. That’s sort of… essential, don’t you think? shrug
I havent had problem with missing texture in X exporter. If you are still having problems please post the blend file here, and we can have a peek at the problem