For this and your materials question download Poseray.
It's free and safe, plenty of us use it.
I put ALL my models, self made and downloaded through it.
Link:
https://sites.google.com/site/poseray/Load your object into Poseray and check the preview. Can you see the bounding box. If so you'll need to load the model into your modelling program and remove it.
You can also set smoothing angle and plenty of other stuff at the same time.
When you export your model from Poseray there is an option to copy images to your export directory, use it.
I've not come across this problem before soI suspect that it's down to the model in some way.
Hope this helps
Richard