Hi
What have you for 3D moddeling : 3DsMax or Wings3D
For add materials you need to make :
-Add the textures (textures menu)
-Create the materials (materials menu:No Maps with texture) for each use: Diffuse,self-Illumination(AO/shadow), bump can not be created...
-Create the "Texture Menu" (No texture with Maps) add the diffuse and self illumination you have created
- After that get a little more complicated :
- If your mesh have only one subset get in meshes menu
->add material binding-> add your new material-> go on subset and assign the new-> go on mesh and remove the old
-If you mesh have more subsets you need to respect the order of the subsets (subset1->mat1-subset2->mat2 etc...)
- We can't add new meshes

,but you can add subsets
(but,only one by one,other that make an error when importing...)
Voila...