Importing and saving.

I am importing a .x animation into blender. Nice the animation play, the texture is present.
I save in .blend I reopen in blender everything is fine.
I export it into Unity3D the texture is gone. Someone told me that if the UV is not make with in blender Unity will not take it. So how can I do that? My UV texture is present in the UV window.

Here his message:
If you’ve set up the UVs in Blender, all you need to do is set the texture you want as the model’s material’s texture in Unity.

If you haven’t set up the UVs in Blender, you’ll need to do so (I recommend googling it if you don’t know how, it’s kind of hard to explain.