If you're using 3dsmax just hit M, double click the Default material, find Maps, look for Diffuse Color (it's under Ambient Color), double click None, and finally, double click Bitmap. Find your texture and click Open. Before dragging the texture onto your model, make sure you have Show Standard Map in Viewport selected.
To be honest, I forgot what to do in ms3d. All I know is that you need to have the textures assigned to the model in Groups, and then you upload the textures in Materials.