Problem exporting to XNA (*.x) format

I’m trying to make a miniature planet for use as a model in one of my XNA games. To do this, I start with a simple IcoSphere, Subdivisions: 4, Radius: 16, and set the vertices to “smooth” under the edit panel. Then I go to the sculpt tool to make the planet a bit bumpy. To texture my planet, I go to the Edit panel and click “new” to add a new material index, then go to the shading panel and add a new texture (Under the “Texture Buttons”). I make the texture type an image and load a previously drawn picture to act as the surface of the planet. Next, I go under the “Material Buttons” and change the map input to a sphere. Thinking I’m done, I export the project as a *.x file and open it up in Microsoft’s DirectX Viewer. The actual model exported fine, but it’s not textured! When I render the model in Blender’s built-in rendering tool, however, everything appears fine! What did I do wrong?

Attach the file, or open it yourself in a text editor and check to see if the texture is listed in it. See for reference.

Here’s the file: world1.x