...not positive, but the fact that you're using the Fragmotion demo might be a factor.
In the case of the retexture:
Using the stock .x model. You could do two things:
1. (
As already stated) Open the .x file as a text document, search for textures, and edit the texture assignments.
2. (
Easiest method) Simply name your textures identical to those currently called out by the .x file.
A word of caution: Make a backup of the .x file, if you use option #1 above.
In either option, make sure that all of your textures reside in the folder with the .x file, and that .bin & .dbo files are deleted, prior to placing the entity in the level.
In the case of the original model:
You'll have to make sure that textures are properly assigned to respective faces, prior to exporting the completed model as an .x file.
Additional practice with the application you're using might be in order, to properly accomplish this.
Good luck to you, in all of your future endeavors...