Thanks Oshyan,
Yes it is a export problem cause it didn't show up in other apps. However the mtl file is ok. I changed the files from 'documents and settings\my documents...' to C:/ and it worked now. I don't know what is wrong in export cause the only option that Xfrog 3.5 gives is tho choose mtl or col files. And it works fine with 3DS format in other app.But it is working now with TGD, so thanks!!!