.X File validation Help please

How are you rendering this mesh? I'd like to look at the code.

Are you using shaders?

Anyway, you might have forgotton to :
1) Set active texture. (use SetTexture)
2) Use texture in the shader. ( for example : color += tex2D(BaseSampler, textureUV); )

Hi, here is the render for this mesh object and no shaders yet don't get this yet
DrawMeshContainer(LPDIRECT3DDEVICE9 device,
LPD3DXMESHCONTAINER meshContainerBase, LPD3DXFRAME frameBase) const
{
if(device == NULL)
return;

// Cast to our extended frame type
D3DXFRAME_EXTENDED *frame = (D3DXFRAME_EXTENDED*)frameBase;

// Cast to our extended mesh container
D3DXMESHCONTAINER_EXTENDED *meshContainer = (D3DXMESHCONTAINER_EXTENDED*)meshContainerBase;

// Set the world transform
device->SetTransform(D3DTS_WORLD, &frame->exCombinedTransformationMatrix);

// Loop through all the materials in the mesh rendering each subset
for (UINT iMaterial = 0; iMaterial < meshContainer->NumMaterials; iMaterial++)
{
// use the material in our extended data rather than the one in meshContainer->pMaterials[iMaterial].MatD3D
device->SetMaterial( &meshContainer->exMaterials[iMaterial] );
device->SetTexture( 0, meshContainer->exTextures[iMaterial] );

//device->SetRenderState(D3DRS_FILLMODE,D3DFILL_WIREFRAME );// D3DFILL_SOLID
// Select the mesh to draw, if there is skin then use the skinned mesh else the normal one
LPD3DXMESH pDrawMesh = (meshContainer->pSkinInfo) ? meshContainer->exSkinMesh: meshContainer->MeshData.pMesh;

// Finally Call the mesh draw function
pDrawMesh->DrawSubset(iMaterial);

In your file there is no information about texture.
(such as FileName). See in the exporter settings to include this info into your file.