If you haven't, do the following steps:
1) Select the mesh in Object Mode
2) Go to the menu in the right side of your screen
3) Click the Checkered icon
4) Create a new texture
5) Change Type to Image or Movie
6) Find the texture
7) Save using Ctrl+S
- Have you triangulate the model?
Spoiler below!
If you haven't, do the following steps:
1) Select the mesh.
2) Change the mode to Edit Mode
3) Click Ctrl + T
4) Save using Ctrl + S
5) Go back to Object Mode
- What is your .dae export settings?
Spoiler below!
The right .dae export settings are:
Apply Modifiers
Selection Only (optional, if ticked select the whole model too)
By what it seems, the textures are assigned properly to the model, the problem's gotta be the material.
So, first of all:
Your model folder should look like this:
model.dae
model.ent
model.dds (diffuse, color image)
model_nrm.dds
model_spec.dds
model.mat ---> Material File
Here, you must assign the color texture to the Diffuse panel, the Normal map to the Normal... you get the idea. And remain, it must have the name of the model.
I think the issue is your texture file. Is it a .png or .gif file? I've had similar experiences testing with those. Make sure the texture file is .dds.