some questions that may or may not help you solving/narrowing down your problem:
1: Which export method did you use in SketchUp-via 3ds and then converted to .x in some third party app or via the .x plugin from SketchUp?
2: Did you texture the single faces in SketchUp or did you bucket them per group(which is somewhat error-prone in my experience)?
3: did you use "projected" as the texturemode (just don't)?
From your jpg i see that there actually
is a texture but it looks badly streched. So imho the problem must be the way you applied it within SketchUp or if you textured it after export.
I can only recommend to use a dummy texture(best one with a grid for different formats like 256,512,1024 or if you plan to have different formats then use one dummy for each size) so you can see exactly how it should look after export....And remember to best paint all faces directly and not their surrounding group. And also remember it's ONE texture per entity so for every texture you use in Sketchup you must export one .x model. See my tutorial on the matter:
http://forum.thegamecreators.com/?m=forum_view&t=134790&b=24
I am Jacks complete lack of surprise.
