Using "Blender" and UV-Mapping, why can't I export a texturized model into a .x (Direct X) Format?

Using Blender, I’ve made a box, let’s say. And this box has wood texture slapped lazily on the side of it… in theory, it’s a “Wooden Box”.

I went through it’s little smart UV mapping thing (which unwraps the polygons into a flat plane) and clicked/dragged the texture to “fit” the way I want it to.

From there, I’m sure I’m missing a step, but when I attempt to export the object, it spits out a .x file, which I assume is normal, but it’s flat gray… meaning whatever design I applied to it “didn’t take” I guess.

Am I missing a step here? I tried checking out those “fast UV Mapping” tutorials on youtube, but the audio’s so bad and the video too, plus I’m running a newer version so my interface is a bit different then theirs.

Anyone know, or should I just go and bootleg something like 3D Studio Max?

These models are intended to be exported into a very basic game environment… or so that I may collaborate and submit models for free online usage.