UV Unwrapping in Blender 2.59

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It wasn't specific if whether I should do it to each Mesh. So I just did it only to the Cylinder.

It does not make the name "StoneCup" appear in the nametag for the Model.

What am I still messing up on?

You only have to manually add the names in for the objects you are going to be attaching a body to. BTW, you should consider removing lights and cameras from the scene in Blender to keep the .dae file cleaner.

If deleting the generated .msh file doesn't refresh things, then you may have to re-import the object into the model editor after applying changes to the .dae file.